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person:"Gil-Alaña, Luis A."
~person:"Fabozzi, Frank J."
~person:"Feng, Yuanhua"
~person:"Hyndman, Rob J."
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Search: subject_exact:"ARIMA model"
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ARMA model
47
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Time series analysis
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Gil-Alaña, Luis A.
Fabozzi, Frank J.
Feng, Yuanhua
Hyndman, Rob J.
McAleer, Michael
22
Beran, Jan
18
Poskitt, Donald Stephen
12
Karanasos, Menelaos
11
Sibbertsen, Philipp
11
Lütkepohl, Helmut
10
Maravall Herrero, Agustín
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Palm, Franz C.
10
Silvestrini, Andrea
10
Athanasopoulos, George
9
Koopman, Siem Jan
9
Vahid, Farshid
9
Baillie, Richard
8
Kapetanios, George
8
Laurent, Sébastien
8
Saikkonen, Pentti
8
Asai, Manabu
7
Francq, Christian
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Glabadanidis, Paskalis
7
Gupta, Rangan
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Hecq, Alain W. J.
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7
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7
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7
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6
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6
Liesenfeld, Roman
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ECONIS (ZBW)
47
RePEc
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1
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series
Feng, Yuanhua
;
Gries, Thomas
;
Letmathe, Sebastian
-
2023
Persistent link: https://www.econbiz.de/10014282334
Saved in:
2
An extended exponential SEMIFAR model with application in R
Letmathe, Sebastian
;
Beran, Jan
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628648
Saved in:
3
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:
4
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
5
Nonlinear mixed effects models for time series forecasting of smart meter demand
Roach, Cameron
;
Hyndman, Rob J.
;
Ben Taieb, Souhaib
-
2020
Persistent link: https://www.econbiz.de/10012610883
Saved in:
6
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
7
Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
8
A note on upper bounds for forecast-value-added relative to naïve forecasts
Goodwin, Paul
;
Petropoulos, Fotios
;
Hyndman, Rob J.
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
9
,
pp. 1082-1084
Persistent link: https://www.econbiz.de/10011799306
Saved in:
9
Long memory and ARFIMA modelling : the case of CPI inflation rate in Ghana
Boateng, Alexander
;
Gil-Alaña, Luis A.
;
'Maseka, Lesaoana
- In:
The journal of developing areas
50
(
2016
)
3
,
pp. 287-304
Persistent link: https://www.econbiz.de/10011612974
Saved in:
10
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
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