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"fractional differencing"
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Search Results - "fractional differencing"
Showing
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"fractional differencing"
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1
Diligence in determining the appropriate form of stationarity
by
André Heymans
,
Chris van Heerden
,
Jan van Greunen
,
Gary van Vuuren
Published 2014-11-01
Subjects:
“
...
fractional
differencing
...
”
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Article
2
Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited
by
M. Shelton Peiris
,
Manabu Asai
Published 2016-09-01
Subjects:
“
...
fractional
differencing
...
”
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Article
3
Una nueva prueba para el parámetro de diferenciación fraccional
by
ELKIN CASTAÑO
,
KAROLL GÓMEZ
,
SANTIAGO GALLÓN
Published 2008-06-01
Subjects:
“
...
Fractional
differencing
...
”
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Article
4
A NEW TEST FOR THE FRACTIONAL DIFFERENCING PARAMETER UNA NUEVA PRUEBA PARA EL PARÁMETRO DE DIFERENCIACIÓN FRACCIONAL
by
Castaño Elkin
,
Gómez Karoll
,
Gallón Santiago
Published 2008-05-01
Subjects:
“
...
Fractional
differencing
...
”
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Article
5
Previsão de preços futuros de Commodities agrícolas com diferenciações inteira e fracionária, e erros heteroscedásticos
by
Ricardo Chaves Lima
,
Marcos Roberto Góis
,
Charles Ulises
Published 2007-09-01
Subjects:
“
...
fractional
differencing
...
”
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Article
6
Una nueva prueba para el parámetro de diferenciación fraccional A New Test for the Fractional Differencing Parameter
by
ELKIN CASTAÑO
,
KAROLL GÓMEZ
,
SANTIAGO GALLÓN
Published 2008-01-01
Subjects:
“
...
Fractional
differencing
...
”
Get full text
Article
7
A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, 1951–1980
by
Timothy Graves
,
Robert Gramacy
,
Nicholas Watkins
,
Christian Franzke
Published 2017-08-01
Subjects:
“
...
fractionally
differenced
models...
”
Get full text
Article
8
The relationship between the forward and realised spot exchange rate in South Africa
by
Chris van Heerden
,
André Heymans
Published 2012-04-01
Subjects:
“
...
fractionally
differenced
data...
”
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Article
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8
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DOAJ
8
Author
André Heymans
2
Chris van Heerden
2
ELKIN CASTAÑO
2
KAROLL GÓMEZ
2
SANTIAGO GALLÓN
2
Castaño Elkin
1
Charles Ulises
1
Christian Franzke
1
Gallón Santiago
1
Gary van Vuuren
1
Gómez Karoll
1
Jan van Greunen
1
M. Shelton Peiris
1
Manabu Asai
1
Marcos Roberto Góis
1
Nicholas Watkins
1
Ricardo Chaves Lima
1
Robert Gramacy
1
Timothy Graves
1
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English
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