Capturing long-memory properties in road fatality rate series by an autoregressive fractionally integrated moving average model with generalized autoregressive conditional heteroscedasticity: A case study of Florida, the United States, 1975–2018
Fangrong Chang, Helai Huang, Alan H. S. Chan, Siu Shing Man, Yaobang Gong, Hanchu Zhou
Topics & Concepts
Autoregressive modelHeteroscedasticitySETAREconometricsSeries (stratigraphy)STAR modelAutoregressive integrated moving averageAutoregressive fractionally integrated moving averagePoison controlTime seriesAutoregressive–moving-average modelStatisticsComputer scienceEngineeringLong memoryMathematicsMedicineMedical emergencyBiologyPaleontologyVolatility (finance)Traffic and Road SafetyOccupational Health and Safety ResearchTraffic Prediction and Management Techniques