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Open Journal of Statistics
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Open Journal of Statistics
ISSN Print:
2161-718X
ISSN Online:
2161-7198
www.scirp.org/journal/ojs
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"
Autoregressive Fractionally Integrated Moving Average-Generalized Autoregressive Conditional Heteroskedasticity Model with Level Shift Intervention
"
written by
Lawrence Dhliwayo, Florance Matarise, Charles Chimedza
,
published by
Open Journal of Statistics
,
Vol.10 No.2, 2020
has been cited by the following article(s):
Google Scholar
CrossRef
[1]
Combining Multiple Testing with Multivariate Singular Spectrum Analysis
arXiv preprint arXiv:2203.05831
,
2022
[2]
Overview of Long Memory for Economic and Financial Time Series Dataset and Related Time Series Models: A Review Study.
Gounmeein - IAENG International Journal of Applied …
,
2022
[3]
Modelling Seasonal Volatility and Level Shift in Fractionally Integrated Processes
Research Highlights in …
,
2022
[4]
Comparing the Performances of Artificial Neural Networks Models Based on Autoregressive Fractionally Integrated Moving Average Models
IAENG International Journal of Computer Science
,
2021
[5]
Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal …
2020
[1]
A multimodal hybrid stochastic-based deterministic ARFIMA model for the sustainable analysis of COVID-19 pandemic
Waves in Random and Complex Media
,
2023
DOI:
10.1080/17455030.2023.2186713
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