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...

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Main Author:	Alhaji, Jibrin Sanusi
Format:	Thesis
Language:	English
Published:	2019
Subjects:	QA1 Mathematics (General)
Online Access:	http://eprints.usm.my/49314/1/JIBRIN%20SANUSI%20ALHAJI%20cut.pdf
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id	my-usm-ep.49314
record_format	uketd_dc
spelling	my-usm-ep.493142021-06-17T13:56:33Z Interminable Long Memory Model And Its Hybrid For Time Series Modeling 2019-08 Alhaji, Jibrin Sanusi QA1 Mathematics (General) 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 filter to decompose the nonstationary and Interminable Long Memory (ILM) time series with fractional differencing value in the interval of 1< 2019-08 Thesis http://eprints.usm.my/49314/ http://eprints.usm.my/49314/1/JIBRIN%20SANUSI%20ALHAJI%20cut.pdf application/pdf en public phd doctoral Universiti Sains Malaysia Pusat Pengajian Sains Matematik
institution	Universiti Sains Malaysia
collection	USM Institutional Repository
language	English
topic	QA1 Mathematics (General)
spellingShingle	QA1 Mathematics (General) Alhaji, Jibrin Sanusi Interminable Long Memory Model And Its Hybrid For Time Series Modeling
description	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 filter to decompose the nonstationary and Interminable Long Memory (ILM) time series with fractional differencing value in the interval of 1<
format	Thesis
qualification_name	Doctor of Philosophy (PhD.)
qualification_level	Doctorate
author	Alhaji, Jibrin Sanusi
author_facet	Alhaji, Jibrin Sanusi
author_sort	Alhaji, Jibrin Sanusi
title	Interminable Long Memory Model And Its Hybrid For Time Series Modeling
title_short	Interminable Long Memory Model And Its Hybrid For Time Series Modeling
title_full	Interminable Long Memory Model And Its Hybrid For Time Series Modeling
title_fullStr	Interminable Long Memory Model And Its Hybrid For Time Series Modeling
title_full_unstemmed	Interminable Long Memory Model And Its Hybrid For Time Series Modeling
title_sort	interminable long memory model and its hybrid for time series modeling
granting_institution	Universiti Sains Malaysia
granting_department	Pusat Pengajian Sains Matematik
publishDate	2019
url	http://eprints.usm.my/49314/1/JIBRIN%20SANUSI%20ALHAJI%20cut.pdf
_version_	1747821990533660672

Interminable Long Memory Model And Its Hybrid For Time Series Modeling

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