Interminable Long Memory Model And Its Hybrid For Time Series Modeling

The financial and economic indices are nonstationary, long-range dependence and volatile. These are very serious problems because each affect the accuracy, validity and reliability of model fitting and the forecasting of the studied series. In view of this, our current study proposes fractional filt...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Alhaji, Jibrin Sanusi
التنسيق:	أطروحة
اللغة:	الإنجليزية
منشور في:	2019
الموضوعات:	QA1 Mathematics (General)
الوصول للمادة أونلاين:	http://eprints.usm.my/49314/
Abstract	Abstract here

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