Modeling of water usage by means of ARFIMA–GARCH processes
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DOI: 10.1016/j.physa.2018.08.134
Abstract: This paper addresses an important problem of modeling and prediction of phenomena with antipersistent behavior and variance changing in time. As a proper stochastic model we propose an autoregressive fractionally integrated moving average (ARFIMA) process… read more here.
Keywords: modeling water; water; arfima garch; model ... See more keywords