Gloridonus arma

Known as: Gloridonus (Laterana) arma 
 
National Institutes of Health

Papers overview

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2015
2015
The article points out the possibilities of using static D-Vine copula ARMA-GARCH model for estimation of 1 day ahead market… (More)
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2013
2013
Financial series occasionally exhibit large changes. To deal with those events, we assume that the observed return series… (More)
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2012
2012
Modelling of intraday increases in peak electricity demand using an autoregressive moving average-exponential generalized… (More)
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2012
2012
In this paper, we develop ARMA-GARCH type models for modelling volatility and financial market risk of shares on the Johannesburg… (More)
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2012
2012
The paper examines the existence of long memory in the Indian stock market using ARFIMA, FIGARCH models. The data set consists of… (More)
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2011
2011
Regime switching models, especially Markov Switching (MS) models, are regarded as a promising way to capture nonlinearities in… (More)
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2005
2005
Conventional streamflow models operate under the assumption of constant variance or season-dependent variances (e.g. ARMA… (More)
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2003
2003
In the literature, the finite mixture of autoregressive (AR), finite mixture of autoregressive moving average (ARMA) and finite… (More)
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1995
1995
Ce memoire traite les problemes de l'identification de modeles autoregressifs a moyenne ajustee (arma) lineaires et de l… (More)
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1994
1994
1 : In this paper, we present an approach to blind estimation of non-minimum phase ARMA models using fourth order statistics. The… (More)
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