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~isPartOf:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International journal of forecasting"
~subject:"Estimation"
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Search: subject_exact:"Autoregressive moving average"
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Discussion papers / Helsinki Center of Economic Research : discussion paper
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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:
2
Using SARFIMA model to study and predict the Iran’s oil supply
Mostafaei, Hamidreza
;
Sakhabakhsh, Leila
- In:
International Journal of Energy Economics and Policy : IJEEP
2
(
2012
)
1
,
pp. 41-49
Persistent link: https://www.econbiz.de/10009719287
Saved in:
3
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:
4
Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.
;
Scaillet, Olivier
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
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