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Research article

First published 2015-5

Monte Carlo simulation for comparison of different estimators of long memory parameter: An application of ARFIMA model for forecasting commodity price

Ranjit Kumar Paul, Sandipan Samanta, Bishal Gurung

Model Assisted Statistics and Applications

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Research article

First published 2014-5

Predicting air quality using ARIMA,ARFIMA and HW smoothing

Ruby Nimesh, Sangeeta Arora, Kalpana Kusum Mahajan [...]

Model Assisted Statistics and Applications

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Research article

First published 2022-2

Stock Returns and Long-range Dependence

Alexander Ayertey Odonkor, Emmanuel Nkrumah Ababio, Emmanuel Amoah- Darkwah [...]

Global Business Review

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Research article

First published 2012-8

Forecasting Overseas Visitors to the UK Using Continuous Time and Autoregressive Fractional Integrated Moving Average Models with Discrete Data

K.B. Nowman, S. Van Dellen

Tourism Economics

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Research article

First published 2025-3

Examination of Long Memory in Indian Stock Market: A Sectoral Juxtaposition

Ramashanti Naik, Y. V. Reddy

FIIB Business Review

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Research article

First published 2022-10

The Dynamics of India’s Major Exchange Rates

Ranajoy Bhattacharyya, Radhika Prosad Datta

Global Business Review

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Research article

First published 2017-2

Long-memory Modelling and Forecasting of the Returns and Volatility of Exchange-traded Notes (ETNs)

Argel S. Masa, John Francis T. Diaz

Margin: The Journal of Applied Economic Research

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Research article

First published 2017-3-11

Dynamics of Commodities Prices: Integer and Fractional Models

Sergio A. David, J. A. Tenreiro Machado, Lucas R. Trevisan [...]

Fundamenta Informaticae

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Research article

First published 2009-04

Long Memory in Oil and Refined Products Markets

Kyongwook Choi, Shawkat Hammoudeh

The Energy Journal

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Research article

First published 1995-2

The long-run economic relationships: an optimization approach to fractional integrated and bilinear time series

Jonas Mockus, Abdol S. Soofi

Informatica: An International Journal of Computing and Informatics

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