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Monte Carlo simulation for comparison of different estimators of long memory parameter: An application of ARFIMA model for forecasting commodity price.
Ranjit Kumar Paul
Sandipan Samanta
Bishal Gurung
Published in:
Model. Assist. Stat. Appl. (2015)
Keyphrases
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monte carlo simulation
probabilistic model
neural network
computational model
statistical model
machine learning
probability distribution
experimental data
parameter values
high level
markov chain
additive model
objective function
parameter space
bp neural network
stochastic model