Definition of ARFIMA. Meaning of ARFIMA. Synonyms of ARFIMA

Here you will find one or more explanations in English for the word ARFIMA. Also in the bottom left of the page several parts of wikipedia pages related to the word ARFIMA and, of course, ARFIMA synonyms and on the right images related to the word ARFIMA.

Definition of ARFIMA

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Meaning of ARFIMA from wikipedia

- long-run mean decay more slowly than an exponential decay. The acronyms "ARFIMA" or "FARIMA" are often used, although it is also conventional to simply...
- periodic variation. Autoregressive fractionally integrated moving average (ARFIMA, or Fractional ARIMA, FARIMA) model time-series that exhibits long memory...
- (ARIMA) models. The autoregressive fractionally integrated moving-average (ARFIMA) model generalizes the former three. Extensions of these classes to deal...
- moving average model, which is also called a Fractional ARIMA (FARIMA or ARFIMA) model. Various packages that apply methodology like Box–Jenkins parameter...
- volatilities; the fourth deals with stochastic volatility estimation. rugarch: ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for...
- Siem Jan; Ooms, Marius; Carnero, M. Angeles (2007). "Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices" (PDF). Journal of the American...