On Holt Winters Algorithm with Decomposition for Forecasting Financial Time Series with Complex Seasonal Patterns

The Impact of Different Integration Methods on Using Hybrid Models in Forecasting Time Series

Approximated Characteristics of Bivariate Discrete Time Series with Missing Data

Comparing Single Vs. Hybrid models in Time Series Forecasting

Some Alternative Techniques for Improvements over Ordinary Least Squares: An Application of Biased Regression Estimators

Seasonal Long-Term Dependence: Evidences from the Bangladeshi Financial Series

A Double Transformed- Flipped- Retransformed Quantile Estimator for Skewed Distributions

Robust Estimation Methods in Random Intercept Model: A Comparative Study

Testing Linearity Against Asymmetric Moving Average Models: A Bayesian Approach

Enhancing the Efficiency of Time Series Forecasting by Hybrid Univariate Box Jenkins–GARCH Models