A long-memory integer-valued time series model, INARFIMA, for financial application
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Publication:5247943
DOI10.1080/14697688.2012.711911zbMath1402.62255OpenAlexW2051034739MaRDI QIDQ5247943
A. M. M. Shahiduzzaman Quoreshi
Publication date: 27 April 2015
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2012.711911
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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