Long-memory, or more generally fractal, processes are known to play an important role in
many scientific disciplines and applied fields such as physics, geophysics, hydrology …

Consistent order selection for ARFIMA processes Page 1 The Annals of Statistics 2022, Vol.
50, No. 3, 1297–1319 https://doi.org/10.1214/21-AOS2149 © Institute of Mathematical …

Systems are designed to perform specific task by giving certain input which produces the
required output in an orderly manner known as process. The input, output, and the state …

In this work, we will investigate a Bayesian approach to estimating the parameters of long
memory models. Long memory, characterized by the phenomenon of hyperbolic …

The problem of automation of audit data analysis the prerequisite" Compliance of costs and
incomes" based on the forecast is considered. A neural network model for forecast based on …

A two-stage forecasting approach for long memory time series is introduced. In the first step,
we estimate the fractional exponent and, by applying the fractional differencing operator …

Determining the optimal level of inventory comes down to the timeliness of the procurement
and replenishment procedures, which ensure the minimum total costs associated with …

The paper addresses the issue of choice of bandwidth in the application of semiparametric
estimation of the long memory parameter in a univariate time series process. The focus is on …

The urgent task of using new approaches to analyze the foreign direct investment and
macroeconomic indicators that affect the volume of their attraction to a particular country in …

The problem of increasing the efficiency of long-term forecasting in the supply chain is
examined. Neural network forecasting methods that are based on reservoir calculations …