Results 211 to 220 of about 21,636,733 (224)

ARFIMA Models and the Fractional Brownian Motion

, 2017
Katsuto Tanaka
semanticscholar   +1 more source

ARFIMA Models and the Hurst Measures: An Investigation of Commodity Daily Index and Futures Prices

, 2015
H. Assa, Meng Wang, C. Turvey
semanticscholar   +1 more source

Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study

Computational statistics (Zeitschrift), 2004
G. Franco, V. Reisen
semanticscholar   +1 more source

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

, 2012
R. Baillie, Chaleampong Kongcharoen, G. Kapetanios   +2 more
semanticscholar   +1 more source

Oil Price Forecasting Based On Caputo's Arfima Model

2020
Xue-Hui Chen, Yuan Meng
openaire   +1 more source

Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation

, 2004
J. Doornik, Marius Ooms
semanticscholar   +1 more source

Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models

Computational Statistics & Data Analysis, 2006
E. M. Silva, G. Franco, V. Reisen, F. Cruz   +3 more
semanticscholar   +1 more source

Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models

Review of Quantitative Finance and Accounting
Chuxuan Xiao, Winifred Huang, David P. Newton   +2 more
semanticscholar   +1 more source

Financial forecasting improvement with LSTM-ARFIMA hybrid models and non-Gaussian distributions

Technological forecasting & social change
Foued Saâdaoui, Hana Rabbouch
semanticscholar   +1 more source

Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange

, 2001
E. Panas
semanticscholar   +1 more source