A new variant of ARFIMA1 Process and its predictive ability
ARFIMA models generated an enormous amount of interest in the literature about three decades ago.However, this interest vaned after Granger (1999) showed that an ARFIMA process might have stochastic properties that do not mimic the properties of the data at all.The empirical results of our research...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Canadian Center of Science and Education
2008
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/9384/1/2.pdf http://repo.uum.edu.my/9384/ http://www.ccsenet.org/journal/index.php/mas |
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