Results 201 to 210 of about 13,873,042 (261)

Testing for the footprints of stabilization economic policy in forecast errors. [PDF]

open access: yesPLoS One
Charemza W   +4 more
europepmc   +1 more source

Hybrid models combining trend and seasonality components with machine learning algorithms provide accurate forecasting of malaria incidence. [PDF]

open access: yesPLOS Glob Public Health
Hussain SSA   +8 more
europepmc   +1 more source

Moments of the ARMA–EGARCH model [PDF]

open access: possibleThe Econometrics Journal, 2003
Summary: This paper considers the moment structure of the general ARMA-EGARCH model. In particular, we derive the autocorrelation function of any positive integer power of the squared errors. In addition, we obtain the autocorrelations of the squares of the observed process and cross correlations between the levels and the squares of the observed ...
Menelaos Karanasos, J. Kim
openaire   +2 more sources
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The Identification of ARMA Models

Biometrika, 1990
SUMMARY We present a new powerful method for determining the order of ARMA (p, q) models having small sets of observations. The procedure is based on an autoregressive order determination criterion and on linear estimation methods. Simulated data are used to demonstrate the capabilities of the approach. for a survey.
TARMO PUKKILA   +2 more
openaire   +1 more source

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