Analysis of time series by re-sampling

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Analysis of time series by re-sampling

The Box-Jenkins methodology is very often used in financier when the time series are analyzed. The estimations of the parameters of the selected models are one of the first tasks of the analysis. The important problem that emerges in connection with the parameters estimation is the problem of their...

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Bibliographic Details
Main Authors:	Mohamed, B. I., Elfaki, Faiz Ahmed Mohamed, Daoud, Jamal Ibrahim, Azram, Mohammad
Format:	Proceeding Paper
Language:	English
Published:	Kulliyyah of Engineering, IIUM 2012
Subjects:	QA Mathematics
Online Access:	http://irep.iium.edu.my/24644/ http://irep.iium.edu.my/24644/4/24644_Analysis%20of%20time%20Series%20by%20re-sampling.pdf

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