Modified non-transformed principal component and adaptive penalized high dimension for grouping effect of stock market price
Nonstationary time series is complex and difficult to be modelled. Many researchers resolved it by transforming it into stationary time series. However, loss of generality will occur which make its inference more difficult. To overcome this, therefore a modified non-transformed approach is proposed...
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| 格式: | Thesis |
| 語言: | English |
| 出版: |
2020
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| 主題: | |
| 在線閱讀: | http://eprints.utm.my/id/eprint/102444/1/YusrinaAnduPFS2020.pdf.pdf |
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