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subject:"Stochastischer Prozess"
~isPartOf:"International journal of forecasting"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Schätztheorie"
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Search: subject_exact:"ARFIMA-Modell"
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Stochastischer Prozess
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International journal of forecasting
The empirical economics letters : a monthly international journal of economics
Econometric theory
11
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7
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7
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7
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ECONIS (ZBW)
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1
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
2
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
3
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
4
Forecasting long term UK interest rates
Gough, O.
;
Nowman, Kalid Ben
;
Van Dellen, S.
- In:
The empirical economics letters : a monthly …
13
(
2014
)
10
,
pp. 1035-1043
Persistent link: https://www.econbiz.de/10010527324
Saved in:
5
Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models
Gough, O.
;
Nowman, Kalid Ben
;
Van Dellen, S.
- In:
The empirical economics letters : a monthly …
12
(
2013
)
8
,
pp. 813-824
Persistent link: https://www.econbiz.de/10010363113
Saved in:
6
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:
7
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
Saved in:
8
Special issue: Forecasting long memory processes
Baillie, Richard
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001667912
Saved in:
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