Pages that link to "Item:Q292039"
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The following pages link to An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039):
Displaying 27 items.
- Robust estimation in long-memory processes under additive outliers (Q154483) (← links)
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
- ARIMA modeling of event induced stock price reactions in Austria. (Q1421054) (← links)
- On the invertibility of seasonally adjusted series (Q1695537) (← links)
- Forecasting long memory time series when occasional breaks occur (Q1934693) (← links)
- Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436) (← links)
- Detecting stock market turning points using wavelet leaders method (Q2072275) (← links)
- Multifractal weighted permutation analysis based on Rényi entropy for financial time series (Q2164283) (← links)
- NF-CECP: a novel approach to distinguish signals with different properties via modified Fisher information measure (Q2208089) (← links)
- Minimum distance estimation of ARFIMA processes (Q2361199) (← links)
- Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
- Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders (Q2957704) (← links)
- A bivariate integer-valued long-memory model for high-frequency financial count data (Q2979583) (← links)
- On the forecasting ability of ARFIMA models when infrequent breaks occur (Q3023032) (← links)
- A New Variant of ARFIMA Process and Its Predictive Ability (Q3062865) (← links)
- (Q3415782) (← links)
- Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application (Q3604092) (← links)
- ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES (Q4354737) (← links)
- (Q5101767) (← links)
- Fractionally integrated ARMA for crude palm oil prices prediction: case of potentially overdifference (Q5129156) (← links)
- A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (Q5138025) (← links)
- A long-memory integer-valued time series model, INARFIMA, for financial application (Q5247943) (← links)
- A review of INMA integer-valued model class, application and further development (Q5865584) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)
- Long-memory log-linear zero-inflated generalized Poisson autoregression for COVID-19 pandemic modeling (Q6671932) (← links)
