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~person:"Baillie, Richard"
~subject:"ARMA-Modell"
~subject:"Long memory"
~subject:"Schätzung"
~subject:"Scientific modelling"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"ARFIMA model"
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ARMA-Modell
Long memory
Schätzung
Scientific modelling
ARMA model
6
Forecasting model
4
Prognoseverfahren
4
Estimation theory
3
Schätztheorie
3
Theorie
3
Theory
3
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3
Zeitreihenanalyse
3
ARFIMA
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Comparison
1
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1
Estimation
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FIGARCH
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Filtering
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Forecasting
1
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G7
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Inflation
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Long-memory
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Realized volatility
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Aufsatz in Zeitschrift
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English
6
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Baillie, Richard
Gil-Alaña, Luis A.
16
Ling, Shiqing
6
Fabozzi, Frank J.
5
Kapetanios, George
5
Poskitt, Donald Stephen
5
Péguin-Feissolle, Anne
5
Račev, Svetlozar T.
5
Athanasopoulos, George
4
Browning, Martin James
4
Ejrnæs, Mette
4
Gupta, Rangan
4
Jensen, Mark J.
4
Lardic, Sandrine
4
Lieberman, Offer
4
Maravall Herrero, Agustín
4
McAleer, Michael
4
Mignon, Valérie
4
Sibbertsen, Philipp
4
Vahid, Farshid
4
Zhu, Ke
4
Balcilar, Mehmet
3
Belbute, José M.
3
Boubaker, Heni
3
Boutahar, Mohamed
3
Boylan, John E.
3
Cavicchioli, Maddalena
3
Chambers, Marcus J.
3
Davidson, James E. H.
3
Dritsaki, Chaido
3
Dufrénot, Gilles
3
Fang, Yue
3
Francq, Christian
3
Gandali Alikhani, Nadiya
3
Hecq, Alain W. J.
3
Hsu, Yun-sheng
3
Kulendran, Nada
3
Laurent, Sébastien
3
Li, Wai Keung
3
Lorek, Kenneth S.
3
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International journal of forecasting
3
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of empirical finance
1
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ECONIS (ZBW)
6
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1
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
2
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:
3
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:
4
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:
5
Adaptive ARFIMA models with applications to inflation
Baillie, Richard
;
Morana, Claudio
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2451-2459
Persistent link: https://www.econbiz.de/10009673677
Saved in:
6
Special issue: Forecasting long memory processes
Baillie, Richard
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001667912
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