Results 201 to 210 of about 4,760 (217)

Testing for threshold effect in ARFIMA models: Application to US unemployment rate data

International Journal of Forecasting, 2009
Olivier Scaillet
exaly  

MISSING VALUES IN ARFIMA MODELS

Statistics and Finance, 2000
openaire   +1 more source

Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures

International Journal of Forecasting, 2012
Chaleampong Kongcharoen, George Kapetanios   +1 more
exaly  

Comparing the Bias and Misspecification in ARFIMA Models

1995
Smith, Jeremy, Taylor, Nick, Yadav, Sanjay, Smith, Jeremy, Taylor, Nick, Yadav, Sanjay   +5 more
openaire   +1 more source

Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA–GARCH Models

Journal of the American Statistical Association, 2003
Shiqing Ling
exaly  

Combining ARFIMA models and fuzzy time series for the forecast of long memory time series

Neurocomputing, 2016
Hossein Javedani Sadaei, Rasul Enayatifar, Frederico Gadelha Guimarães   +2 more
exaly  

Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods

Journal of Forecasting, 1996
Nalini Ravishanker
exaly  

Predicting BRICS stock returns using ARFIMA models

Applied Financial Economics, 2014
Goodness C Aye, Mehmet Balcılar, Nicholas Kilimani   +2 more
exaly  

Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation

Statistical Methods and Applications, 2004
Domenico Piccolo
exaly  

An Evaluation of ARFIMA (Autoregressive Fractional Integral Moving Average) Programs

Axioms, 2017
Kai Liu, YangQuan Chen
exaly