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Autoregressive fractionally integrated moving average

Known as: ARFIMA 
In statistics, autoregressive fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated… Expand
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2018
2018
Abstract In this work we introduce the class of beta autoregressive fractionally integrated moving average models for continuous… Expand
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2013
2013
The autoregressive fractionally integrated moving average (ARFIMA) processes are one of the best-known classes of long-memory… Expand
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Highly Cited
2012
Highly Cited
2012
Bounded rationally idea, rather that optimization idea, have result and better performance in decision making theory. Bounded… Expand
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2010
2010
Model ARFIMA adalah model time series yang mempunyai indikasi ketergatungan jangka panjang (long dependent) dengan nilai pembeda… Expand
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2009
2009
In this paper, we consider a continuous-time autoregressive fractionally integrated moving average (CARFIMA) model, which is… Expand
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2006
2006
Abstract Long memory processes are widely used in many scientific fields, such as economics, physics and engineering. In this… Expand
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Highly Cited
2005
Highly Cited
2005
In this paper we analyze the asymptotic properties of the popular distribution tail index estimator by B. Hill (1975) for… Expand
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Highly Cited
2003
Highly Cited
2003
Computational aspects of likelihood-based estimation of univariate ARFIMA(p,d,q) models are addressed. Particular issues are the… Expand
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1998
1998
For the autoregressive fractionally integrated moving‐average (ARFIMA) processes which characterize both long‐memory and short… Expand
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1994
1994
The di erential geometry of autoregressive fractionally integrated moving average processes is developed. Properties of Toeplitz… Expand
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