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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主要作者: Alhaji, Jibrin Sanusi
格式: Thesis
語言:English
出版: 2019
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在線閱讀:http://eprints.usm.my/49314/1/JIBRIN%20SANUSI%20ALHAJI%20cut.pdf
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