메뉴 건너뛰기




Volumn 18, Issue 4, 2012, Pages 835-844

Forecasting overseas visitors to the UK using continuous time and autoregressive fractional integrated moving average models with discrete data

Author keywords

ARFIMA; ARIMA; Continuous time; Gaussian estimation; Time series; Tourism forecasting

Indexed keywords

FORECASTING METHOD; GAUSSIAN METHOD; NUMERICAL MODEL; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; TOURISM; TRAVEL BEHAVIOR;

EID: 84865271936     PISSN: 13548166     EISSN: None     Source Type: Journal    
DOI: 10.5367/te.2012.0144     Document Type: Article
Times cited : (11)

References (29)
  • 3
    • 0003239293 scopus 로고    scopus 로고
    • Survey of continuous time econometrics
    • in Barnett, W.A., Gandolfo, G., and Hillinger, C., eds, Cambridge University Press, Cambridge
    • Bergstrom, A.R. (1996), 'Survey of continuous time econometrics', in Barnett, W.A., Gandolfo, G., and Hillinger, C., eds, Dynamic Disequilibrium Modelling, Cambridge University Press, Cambridge.
    • (1996) Dynamic Disequilibrium Modelling
    • Bergstrom, A.R.1
  • 5
    • 79551547464 scopus 로고    scopus 로고
    • Tourism demand forecasting with SARIMA models-The case of South Tyrol
    • Brida, J.G., and Risso, W.A. (2011), 'Tourism demand forecasting with SARIMA models-The case of South Tyrol', Tourism Economics, Vol 17, No 1, pp 209-221.
    • (2011) Tourism Economics , vol.17 , Issue.1 , pp. 209-221
    • Brida, J.G.1    Risso, W.A.2
  • 8
    • 84977707412 scopus 로고
    • An empirical comparison of alternative models of the short-Term interest rate
    • Chan, K.C., Karolyi, G.A., Longstaff, F.A., and Sanders, A.B. (1992), 'An empirical comparison of alternative models of the short-Term interest rate', Journal of Finance, Vol 47, pp 1209-1227.
    • (1992) Journal of Finance , vol.47 , pp. 1209-1227
    • Chan, K.C.1    Karolyi, G.A.2    Longstaff, F.A.3    Sanders, A.B.4
  • 9
    • 67349200976 scopus 로고    scopus 로고
    • Forecasting tourism demand with arma-based methods
    • Chu, F-L. (2009a), 'Forecasting tourism demand with ARMA-based methods', Tourism Management, Vol 30, pp 740-751.
    • (2009) Tourism Management , vol.30 , pp. 740-751
    • Chu, F.-.L.1
  • 10
    • 35148849301 scopus 로고    scopus 로고
    • A fractionally integrated autoregressive moving average approach to forecasting tourism demand
    • DOI 10.1016/j.tourman.2007.04.003, PII S0261517707000970
    • Chu, F-L. (2009b), 'A fractionally integrated autoregressive moving average approach to forecasting tourism demand', Tourism Management, Vol 29, pp 79-88. (Pubitemid 47535084)
    • (2008) Tourism Management , vol.29 , Issue.1 , pp. 79-88
    • Chu, F.-L.1
  • 11
    • 84863782868 scopus 로고    scopus 로고
    • A management orientated approach to combination forecasting of tourism demand
    • Coshall, J.T., and Charlesworth, R. (2011), 'A management orientated approach to combination forecasting of tourism demand', Tourism Management, Vol 32, pp 759-769.
    • (2011) Tourism Management , vol.32 , pp. 759-769
    • Coshall, J.T.1    Charlesworth, R.2
  • 12
    • 67349222263 scopus 로고    scopus 로고
    • Combining volatility and smoothing forecasts of UK demand for international tourism
    • Coshall, J.T. (2009), 'Combining volatility and smoothing forecasts of UK demand for international tourism', Tourism Management, Vol 30, pp 495-511.
    • (2009) Tourism Management , vol.30 , pp. 495-511
    • Coshall, J.T.1
  • 14
    • 33847554918 scopus 로고
    • The valuation of options for alternative stochastic processes
    • Cox, J.C., and Ross, S. (1976), 'The valuation of options for alternative stochastic processes', Journal of Financial Economics, Vol 3, pp 145-166.
    • (1976) Journal of Financial Economics , vol.3 , pp. 145-166
    • Cox, J.C.1    Ross, S.2
  • 15
    • 0001205798 scopus 로고
    • A theory of the term structure of interest rates
    • Cox, J.C., Ingersoll, J.E., Ross, S.A. (1985), 'A theory of the term structure of interest rates', Econometrica, Vol 53, pp 385-407.
    • (1985) Econometrica , vol.53 , pp. 385-407
    • Cox, J.C.1    Ingersoll, J.E.2    Ross, S.A.3
  • 18
    • 0000743923 scopus 로고
    • Long memory relationships and the aggregation of dynamic models
    • Granger, C.W.J. (1980), 'Long memory relationships and the aggregation of dynamic models', Journal of Econometrics, Vol 14, pp 227-238.
    • (1980) Journal of Econometrics , vol.14 , pp. 227-238
    • Granger, C.W.J.1
  • 19
    • 49149136839 scopus 로고
    • Some properties of time series data and their use in econometric model specification
    • Granger, C.W.J. (1981), 'Some properties of time series data and their use in econometric model specification', Journal of Econometrics, Vol 16, pp 121-130.
    • (1981) Journal of Econometrics , vol.16 , pp. 121-130
    • Granger, C.W.J.1
  • 20
    • 84986792205 scopus 로고
    • An introduction to long-memory time series models and fractional differencing
    • Granger, C.W.J., and Joyeux, R. (1980), 'An introduction to long-memory time series models and fractional differencing', Journal of Time Series Analysis, Vol 1, pp 15-29.
    • (1980) Journal of Time Series Analysis , vol.1 , pp. 15-29
    • Granger, C.W.J.1    Joyeux, R.2
  • 21
    • 77956890381 scopus 로고
    • Fractional differencing
    • Hosking, J.R.M. (1981), 'Fractional differencing', Biometrika, Vol 68, pp 165-176.
    • (1981) Biometrika , vol.68 , pp. 165-176
    • Hosking, J.R.M.1
  • 22
    • 0036079138 scopus 로고    scopus 로고
    • Time series forecasts of international travel demand for Australia
    • DOI 10.1016/S0261-5177(01)00098-X, PII S026151770100098X
    • Lim, C., and McAleer, M. (2002), 'Time series forecasts of international travel demand for Australia', Tourism Management, Vol 23, pp 389-396. (Pubitemid 34653481)
    • (2002) Tourism Management , vol.23 , Issue.4 , pp. 389-396
    • Lim, C.1    McAleer, M.2
  • 23
    • 0013142572 scopus 로고    scopus 로고
    • Gaussian estimation of single-factor continuous time models of the term structure of interest rates
    • Nowman, K.B. (1997), 'Gaussian estimation of single-factor continuous time models of the term structure of interest rates', Journal of Finance, Vol 52, pp 1695-1706.
    • (1997) Journal of Finance , vol.52 , pp. 1695-1706
    • Nowman, K.B.1
  • 24
    • 0342797287 scopus 로고
    • The structural estimation of a stochastic differential equation system
    • Phillips, P.C.B. (1972), 'The structural estimation of a stochastic differential equation system', Econometrica, Vol 40, pp 1021-1041.
    • (1972) Econometrica , vol.40 , pp. 1021-1041
    • Phillips, P.C.B.1
  • 25
    • 36549022027 scopus 로고    scopus 로고
    • Tourism demand modelling and forecasting-A review of recent research
    • DOI 10.1016/j.tourman.2007.07.016, PII S0261517707001707
    • Song, H. and Li, G. (2008), 'Tourism demand modelling and forecasting-A review of recent research', Tourism Management, Vol 29, pp 203-220. (Pubitemid 350187645)
    • (2008) Tourism Management , vol.29 , Issue.2 , pp. 203-220
    • Song, H.1    Li, G.2
  • 26
    • 30244573992 scopus 로고
    • Working Paper, Department of Economics, Duke University, Durham, NC
    • Sowell, F. (1986), 'Fractionally integrated vector time series', Working Paper, Department of Economics, Duke University, Durham, N.C.
    • (1986) Fractionally Integrated Vector Time Series
    • Sowell, F.1
  • 27
    • 44049114907 scopus 로고
    • Maximum likelihood estimation of stationary univariate fractionally integrated time series models
    • Sowell, F. (1992), 'Maximum likelihood estimation of stationary univariate fractionally integrated time series models', Journal of Econometrics, Vol 53, pp 165-188.
    • (1992) Journal of Econometrics , vol.53 , pp. 165-188
    • Sowell, F.1
  • 28
    • 33947592183 scopus 로고    scopus 로고
    • Tourism forecasting: To combine or not to combine?
    • DOI 10.1016/j.tourman.2006.08.003, PII S0261517706001415
    • Wong, K.K.F., Song, H., Witt, S.F., and Wu, D.C. (2007), 'Tourism forecasting: to combine or not to combine?', Tourism Management, Vol 28, pp 1068-1078. (Pubitemid 46477988)
    • (2007) Tourism Management , vol.28 , Issue.4 , pp. 1068-1078
    • Wong, K.K.F.1    Song, H.2    Witt, S.F.3    Wu, D.C.4
  • 29
    • 0347078538 scopus 로고
    • An equilibrium characterization of the term structure
    • Vasicek, O. (1977), 'An Equilibrium Characterization of the term structure', Journal of Financial Economics, Vol 5, pp 177-188.
    • (1977) Journal of Financial Economics , vol.5 , pp. 177-188
    • Vasicek, O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.