Autoregressive model

Asymptotic theory for integrated autoregressive conditional duration models reveals infinite-mean trading intervals in cryptocurrency ETFs, requiring new inference methods.

Study on Dynamic Price Monitoring forecasting household affordability of essential commodities in Lusaka, Zambia, using household survey and price data analysis.

Comparative analysis of growth curves and time series models for projecting adult obesity prevalence in China from 1975 to 2016, highlighting the Logistic model's superior accuracy.

Study integrates VAR models with machine learning algorithms to forecast macroeconomic variables across African economies, demonstrating improved accuracy for inflation and FDI dynamics.