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Search: subject:"Gamma Auto Regressive"
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Auto Regressive Gamma
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Gamma Auto Regressive
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ARFIMA-FIGARCH
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ARFIMA–FIGARCH
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Wind speed modelling
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wind speed modelling
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Caporin, Massimiliano
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Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
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Modelling and forecasting wind speed intensity for weather risk management
Caporin, Massimiliano
;
Pres, Juliusz
-
Dipartimento di Scienze Economiche "Marco Fanno", …
-
2010
Gamma
Auto
Regressive
process, and the ARFIMA-FIGARCH model. We provide both in-sample and out-of-sample comparisons of the …
Persistent link: https://www.econbiz.de/10008478650
Saved in:
2
Modelling and forecasting wind speed intensity for weather risk management
Caporin, Massimiliano
;
Preś, Juliusz
- In:
Computational Statistics & Data Analysis
56
(
2012
)
11
,
pp. 3459-3476
). The evaluated models are: the Auto Regressive Gamma process, the
Gamma
Auto
Regressive
process, and the ARFIMA …
Persistent link: https://www.econbiz.de/10011056408
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