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Research Article | 03-March-2021

A latent class analysis on the usage of mobile phones among management students

Sunil Kumar, Apurba Vishal Dabgotra

Statistics in Transition New Series, Volume 22 , ISSUE 1, 89–114

Research Article | 03-March-2021

Modelling and forecasting monthly Brent crude oil prices: a long memory and volatility approach

aggregated variance and the Higuchi methods were applied to test for the presence of long memory in the dataset. Furthermore, four breaks have been detected: in 1986, 1999, 2005, and 2013 using the Bayes information criterion. In the further section of the paper, the Hurst Exponent and Geweke-Porter-Hudak (GPH) methods were used to estimate the values of fractional differences. Thus, some ARFIMA models were identified using AIC (Akaike Information Criterion), BIC (Schwartz Bayesian Information Criterion

Remal Shaher AlـGounmeein, Mohd Tahir Ismail

Statistics in Transition New Series, Volume 22 , ISSUE 1, 29–54

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