Forecasting Overseas Visitors to the UK Using Continuous Time and Autoregressive Fractional Integrated Moving Average Models with Discrete Data
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DOI: 10.5367/te.2012.0144
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Cited by:
- Eden Xiaoying Jiao & Jason Li Chen, 2019. "Tourism forecasting: A review of methodological developments over the last decade," Tourism Economics, , vol. 25(3), pages 469-492, May.
- Luis A Gil-Alana & James E Payne, 2022. "Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel," Tourism Economics, , vol. 28(3), pages 654-660, May.
- Luis A Gil-Alana & à gueda Gil-López & Elena San Román, 2021. "Tourism persistence in Spain: National versus international visitors," Tourism Economics, , vol. 27(4), pages 614-625, June.
- James E Payne & Junsoo Lee, 2024. "Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors," Tourism Economics, , vol. 30(1), pages 67-103, February.
- Liang Zhu & Christine Lim & Wenjun Xie & Yuan Wu, 2017. "Analysis of tourism demand serial dependence structure for forecasting," Tourism Economics, , vol. 23(7), pages 1419-1436, November.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2019. "UK overseas visitors: Seasonality and persistence," Tourism Economics, , vol. 25(5), pages 827-831, August.
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Keywords
continuous time; Gaussian estimation; ARIMA; ARFIMA; time series; tourism forecasting;All these keywords.
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