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Forecasting annual geophysical time series
13 references·0 citing·29 second hop
Forecasting annual geophysical time series (1988)Forecasting annual geophysical time seriesApplied Time Series Modelling and Forecasting (2003)Applied Time Series Modelling…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series (1996)Asymptotic distributions of t…Forecasting monthly riverflow time series (1985)Forecasting monthly riverflow…Fractional Differencing (1981)Fractional DifferencingAN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)AN INTRODUCTION TO LONG‐MEMOR…Forecasting Economic Time Series (1979)Forecasting Economic Time Ser…Preservation of the rescaled adjusted range: 2. Simulation studies using Box‐Jenkins Models (1978)Preservation of the rescaled …Preservation of the rescaled adjusted range: 1. A reassessment of the Hurst Phenomenon (1978)Preservation of the rescaled …Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Forecasting Economic Time Series (1977)Forecasting Economic Time Ser…The Hurst Phenomenon: A puzzle? (1974)The Hurst Phenomenon: A puzzl…Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis, Forecas…Fractional Brownian Motions, Fractional Noises and Applications (1968)Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence (1969)Some long‐run properties of geophysical records (1969)What is Fractional Integration? (1999)Estimating the Parameters of a Fractional Brownian Motion by Discrete Variations of its Sample Paths (2001)Forecasting tourism demand with ARMA-based methods (2008)Time Series Analysis Forecasting and Control. (1971)The Hurst phenomenon and fractional Gaussian noise made easy (2002)Long-term persistence and multifractality of river runoff records: Detrended fluctuation studies (2005)Renewable energy consumption, CO2 emissions and oil prices in the G7 countries (2009)The effects of electricity consumption, economic growth, financial development and foreign direct investment on CO2 emissions in Kuwait (2017)The impact of natural resources, human capital, and foreign direct investment on the ecological footprint: The case of the United States (2019)Some properties of time series data and their use in econometric model specification (1981)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)A long memory property of stock market returns and a new model (1993)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)The Relationship Between Employee Job Change and Job Satisfaction: The Honeymoon-Hangover Effect. (2005)Asymptotics for out of sample tests of Granger causality (2006)Long memory relationships and the aggregation of dynamic models (1980)Understanding spurious regressions in econometrics (1986)25 years of time series forecasting (2006)Introductory Econometrics for Finance (2008)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)
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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
  • 1971Time Series Analysis, Forecasting and Control.2,771 cited
  • 1981Fractional Differencing2,720 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1979Forecasting Economic Time Series1,004 cited
  • 1977Forecasting Economic Time Series697 cited
  • 2003Applied Time Series Modelling and Forecasting692 cited
  • 1974The Hurst Phenomenon: A puzzle?348 cited
  • 1978Preservation of the rescaled adjusted range: 1. A reassessment of the Hurst Phenomenon341 cited
  • 1996Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series221 cited
  • 1985Forecasting monthly riverflow time series151 cited
  • 1978Preservation of the rescaled adjusted range: 2. Simulation studies using Box‐Jenkins Models79 cited

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