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Goodness-of-fit test for nonlinear time series models
Han, Ngai Sze; Ling, Shiqing - In: Annals of financial economics 12 (2017) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10011716102
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The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.; Chambers, Marcus J. - In: Journal of empirical finance 38 (2016), pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
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Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients
Alj, Abdelkamer; Azrak, Rajae; Ley, Christophe; Mélard, Guy - 2016
Persistent link: https://www.econbiz.de/10011672524
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A modified ADF test for geometric ARMA processes
Firoozi, Fathali; Lien, Da-hsiang Donald - In: International journal of business and economics 15 (2016) 2, pp. 173-179
Persistent link: https://www.econbiz.de/10011612871
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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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Modelling tourism demand volatility using a seasonal autoregressive integrated moving average autoregressive conditional heteroscedasticity model for Victoria Falls Rainforest arri...
Makoni, Tendai; Chikobvu, Delson - In: Journal of economic and financial sciences : JEF 11 (2018) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10012017426
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A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni - In: Journal of time series econometrics 10 (2018) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
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R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James; Robertson, Donald; Wright, Stephen - 2018
Persistent link: https://www.econbiz.de/10011903669
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A hybrid ARIMA-ANN approach for optimum estimation and forecasting of gasoline consumption
Babazadeh, Reza - In: RAIRO / Operations research 51 (2017) 3, pp. 719-728
Persistent link: https://www.econbiz.de/10011858782
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R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James; Robertson, Donald; Wright, Stephen - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 681-695
Persistent link: https://www.econbiz.de/10012179363