A New Variant of ARFIMA Process and Its Predictive Ability

DOI10.5539/MAS.V2N2P142zbMath1202.62130OpenAlexW2032380287MaRDI QIDQ3062865

Quah Soon Hoe, Yip Chee Yin

Publication date: 29 December 2010

Published in: Modern Applied Science (Search for Journal in Brave)

Full work available at URL: http://www.ccsenet.org/journal/index.php/mas/article/view/2679

zbMATH Keywords

forecast evaluationa new variant of ARFIMA process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical tables (62Q05)

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