This article considers fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity, which combines the popular generalized autoregressive conditional ...

Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...

Many statistical models, and in particular autoregressive-moving average time series models, can be regarded as means of transforming the data to white noise, that is, to an uncorrelated sequence of ...