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ARFIMA: Modeli ARMA me diferencim fraksionar×Regresioni logjistik×Regresioni kuantil×
FushaEkonometriStatistika e hulumtimitEkonometri
FamiljaRegression modelProcess / pipelineRegression model
Viti i origjinës198019581978
KrijuesiGranger & Joyeux (1980); Hosking (1981)David Roxbee CoxKoenker & Bassett
LlojiLong-memory time series modelMethodConditional quantile regression
Burimi themeluesGranger, 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 ↗Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Emërtime të tjerafractionally integrated ARMA, long-memory time series model, ARFIMA / FIGARCH, fractional differencing modellogit model, binomial logistic regression, LRconditional quantile regression, regression quantiles, Kantil Regresyon
Të lidhura535
PërmbledhjaARFIMA 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.Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science.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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ScholarGateKrahasoni metodat: ARFIMA Model · Logistic Regression · Quantile Regression. Marrë më 2026-06-18 nga https://scholargate.app/sq/compare