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person:"Hecq, Alain W. J."
~person:"Azees, Abdullah Abdul"
~person:"Kapetanios, George"
~subject:"Schätztheorie"
~type:"article"
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Search: subject_exact:"ARFIMA model"
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Hecq, Alain W. J.
Azees, Abdullah Abdul
Kapetanios, George
Ling, Shiqing
4
Zhu, Ke
4
Baillie, Richard
3
Karanasos, Menelaos
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Boubaker, Heni
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Chaleampong Kongcharoen
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International journal of forecasting
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Logistics, supply chain and financial predictive analytics : theory and practices
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Comparison study on exponential smoothing and ARIMA model for the fuel price
Azees, Abdullah Abdul
;
Sasikumar, Ramraj
- In:
Logistics, supply chain and financial predictive …
,
(pp. 33-41)
.
2019
Persistent link: https://www.econbiz.de/10011980371
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2
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
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3
Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
Saved in:
4
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
5
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
6
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
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