This article introduces a general class of nonlinear and nonstationary time series models whose basic scheme is an autoregressive integrated moving average (ARIMA). The main feature is that the ...

We consider a unified least absolute deviation estimator for stationary and nonstationary fractionally integrated autoregressive moving average models with conditional heteroscedasticity. Its ...

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 ...