Generalized Autoregressive Conditional Heteroscedastic - Articles

ARMA Modelling of Benue River Flow Dynamics: Comparative Study of PAR Model (Articles)

Otache Y. Martins, M. A. Sadeeq, I. E. Ahaneku

Open Journal of Modern Hydrology Vol.1 No.1，July 29, 2011

DOI: 10.4236/ojmh.2011.11001 5,193 Downloads 12,468 Views Citations
PC-VAR Estimation of Vector Autoregressive Models (Articles)

Claudio Morana

Open Journal of Statistics Vol.2 No.3，July 6, 2012

DOI: 10.4236/ojs.2012.23030 6,515 Downloads 10,032 Views Citations
The First Order Autoregressive Model with Coefficient Contains Non-Negative Random Elements: Simulation and Esimation (Articles)

Pham Van Khanh

Open Journal of Statistics Vol.2 No.5，December 19, 2012

DOI: 10.4236/ojs.2012.25064 4,779 Downloads 7,210 Views Citations
Influential Observations in Stochastic Model of Divisia Index Numbers with AR(1) Errors (Articles)

Syed Muhammed Aqil Burney, Arfa Maqsood

Applied Mathematics Vol.5 No.6，April 8, 2014

DOI: 10.4236/am.2014.56093 3,876 Downloads 5,477 Views Citations
Composite Likelihood for Bilinear GARCH Model (Articles)

Abdelhalim Bouchemella, Fatima Zahra Benmostefa

Applied Mathematics Vol.5 No.15，August 14, 2014

DOI: 10.4236/am.2014.515225 4,546 Downloads 5,702 Views Citations
Contribution of Education and Innovation to Productivity among Mexican Regions: A Dynamic Panel Data Analysis (Articles)

Vicente German-Soto, Luis Gutiérrez Flores

Theoretical Economics Letters Vol.5 No.1，February 2, 2015

DOI: 10.4236/tel.2015.51008 3,813 Downloads 5,412 Views Citations
This article belongs to the Special Issue on Econometrics
Theoretical Reserve Price in Forestry (Articles)

Francis Didier Tatoutchoup

Theoretical Economics Letters Vol.6 No.4，August 11, 2016

DOI: 10.4236/tel.2016.64080 1,878 Downloads 2,745 Views Citations
A VAR Approach to Exchange Rate and Economic Growth in Nigeria (Articles)

Ukwuoma Chidi Okonkwo, Rosary N. Ujumadu, Bright O. Osu

Journal of Mathematical Finance Vol.7 No.4，October 31, 2017

DOI: 10.4236/jmf.2017.74044 1,424 Downloads 3,769 Views Citations
Comparison of GPR Random Noise Attenuation Using Autoregressive-FX Method and Tunable Quality Factor Wavelet Transform TQWT with Soft and Hard Thresholding (Articles)

Amin Ebrahimib Bardar, Behrooz Oskooi, Alireza Goudarzi

Journal of Signal and Information Processing Vol.10 No.1，December 29, 2018

DOI: 10.4236/jsip.2019.101003 995 Downloads 1,978 Views Citations
Shadow Banking, Monetary Policy, and Confidence Effects in China: Empirical Research Using a Structural Vector Autoregressive Model (Articles)

He Cong

Modern Economy Vol.10 No.1，January 10, 2019

DOI: 10.4236/me.2019.101001 1,242 Downloads 2,393 Views Citations
Long-Term Effects of Corruption Control and Economic Freedom on Economic Growth (Articles)

Natanael Soares Leite, Francisco Germano Carvalho Lucio, Roberto Tatiwa Ferreira

Theoretical Economics Letters Vol.9 No.8，December 13, 2019

DOI: 10.4236/tel.2019.98183 1,053 Downloads 4,173 Views Citations
Bull and Bear Dynamics of the Nigeria Stock Returns Transitory via Mingled Autoregressive Random Processes (Articles)

Rasaki Olawale Olanrewaju, Anthony Gichuhi Waititu, Lukman Abiodun Nafiu

Open Journal of Statistics Vol.11 No.5，October 19, 2021

DOI: 10.4236/ojs.2021.115051 288 Downloads 961 Views Citations
Partial Time-Varying Coefficient Regression and Autoregressive Mixed Model (Articles)

Hui Li, Zhiqiang Cao

Open Journal of Statistics Vol.13 No.4，August 11, 2023

DOI: 10.4236/ojs.2023.134026 162 Downloads 868 Views Citations
This article belongs to the Special Issue on Applied Statistics
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility (Articles)

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Journal of Mathematical Finance Vol.14 No.1，February 27, 2024

DOI: 10.4236/jmf.2024.141005 171 Downloads 746 Views Citations
The Effect of Fiscal and Monetary Policy on Private Investment in Rwanda (Articles)

Emmanuel Mudacumura, Richard Kabanda

Open Access Library Journal Vol.11 No.8，August 13, 2024

DOI: 10.4236/oalib.1111770 107 Downloads 1,206 Views Citations
Modelling and Forecasting of Greenhouse Gas Emissions by the Energy Sector in Kenya Using Autoregressive Integrated Moving Average (ARIMA) Models (Articles)

Michael Mbaria Chege

Open Journal of Statistics Vol.14 No.6，November 5, 2024

DOI: 10.4236/ojs.2024.146029 79 Downloads 511 Views Citations
A Study on Quark-Gluon Plasma Equation of State Using Generalized Uncertainty Principle (Articles)

Nabil M. El Naggar, Lotfy I. Abou-Salem, Ibrahim A. Elmashad, Ahmed Farag Ali

Journal of Modern Physics Vol.4 No.4A，April 26, 2013

DOI: 10.4236/jmp.2013.44A003 4,880 Downloads 7,728 Views Citations
This article belongs to the Special Issue on High Energy Physics
Distribution of the Median in Samples from the Laplace Distribution (Articles)

John Lawrence

Open Journal of Statistics Vol.3 No.6，December 31, 2013

DOI: 10.4236/ojs.2013.36050 10,380 Downloads 12,748 Views Citations
A Simple Way to Prove the Characterization of Differentiable Quasiconvex Functions (Articles)

Giorgio Giorgi

Applied Mathematics Vol.5 No.8，May 8, 2014

DOI: 10.4236/am.2014.58114 5,027 Downloads 6,451 Views Citations
Runs and Patterns in a Sequence of Markov Dependent Bivariate Trials (Articles)

Kirtee K. Kamalja, Ramkrishna L. Shinde

Open Journal of Statistics Vol.1 No.2，July 21, 2011

DOI: 10.4236/ojs.2011.12014 3,732 Downloads 7,402 Views Citations

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