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ARFIMA: ভগ্নাংশিক সমাকলিত ARMA মডেল×সাধারণ ন্যূনতম বর্গক্ষেত্র (OLS) রিগ্রেশন×কোয়ান্টাইল রিগ্রেশন×
ক্ষেত্রঅর্থমিতিঅর্থমিতিঅর্থমিতি
পরিবারRegression modelRegression modelRegression model
উদ্ভবের বছর198020191978
প্রবর্তকGranger & Joyeux (1980); Hosking (1981)Wooldridge (textbook treatment); classical least squaresKoenker & Bassett
ধরনLong-memory time series modelLinear regressionConditional quantile regression
মৌলিক উৎসGranger, C. W. J. & Joyeux, R. (1980). An Introduction to Long-Memory Time Series Models and Fractional Differencing. Journal of Time Series Analysis, 1(1), 15–29. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
অপর নামfractionally integrated ARMA, long-memory time series model, ARFIMA / FIGARCH, fractional differencing modelordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil Regresyon
সম্পর্কিত555
সারসংক্ষেপARFIMA is a time series model that captures long-memory behaviour using a fractional differencing parameter d, generalising the integer differencing of ARIMA. It was introduced by Granger and Joyeux (1980) and formalised by Hosking (1981) to describe series whose autocorrelations decay slowly rather than abruptly.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
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ScholarGateপদ্ধতির তুলনা করুন: ARFIMA Model · OLS Regression · Quantile Regression. 2026-06-18 তারিখে সংগৃহীত, উৎস: https://scholargate.app/bn/compare