So sánh phương pháp

	ARFIMA: Mô hình ARMA Tích phân Phân số	Hồi quy Quantile
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1980	1978
Người khởi xướng	Granger & Joyeux (1980); Hosking (1981)	Koenker & Bassett
Loại	Long-memory time series model	Conditional quantile regression
Công trình gốc	Granger, 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.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Tên gọi khác	fractionally integrated ARMA, long-memory time series model, ARFIMA / FIGARCH, fractional differencing model	conditional quantile regression, regression quantiles, Kantil Regresyon
Liên quan	5	5
Tóm tắt	ARFIMA 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.	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.