A new variant of ARFIMA process and its predictive ability

DOI10.5539/MAS.V2N2P142MaRDI QIDQ3062865zbMATH OpenOpenAlexFDO

Authors Yip Chee Yin, Quah Soon Hoe

Publication date 29 December 2010

Published in Modern Applied Science (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://www.ccsenet.org/journal/index.php/mas/article/view/2679

zbMATH Keywords

forecast evaluationa new variant of ARFIMA process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Statistical tables (62Q05)

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Cited in

(1)

• scientific article; zbMATH DE number 6531105 (Why is no real title available?)

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