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Memory properties and fractional integration in transportation time-series · Study

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ArticleMemory properties and fractional integration in transportation time-series

Matthew G. Karlaftis2009

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Articlegreen2009

Memory properties and fractional integration in transportation time-series

Matthew G. Karlaftis · Eleni I. Vlahogianni

112 citations·0/0 files stored·Transportation Research Part C Emerging Technologies

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Complex Systems and Time Series Analysis Time Series Analysis and Forecasting Traffic Prediction and Management Techniques

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Testing for a Unit Root in Time Series Regression 1977Time Series Analysis: Forecasting and Control 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1971Time Series Analysis Forecasting and Control.1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1996Numerical distribution functions for unit root and cointegration tests

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2013Forecasting bunker prices; A nonstationary, multivariate methodology 2022Modeling the effects of the governmental responses to COVID-19 on transit demand: The case of Athens, Greece

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Details

Year2009

Typearticle

Published2009-04-15

VenueTransportation Research Part C Emerging Technologies

ISSN-L0968-090X

Languageen

Citations112

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.trc.2009.03.001

openalex_workW2071291375

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