Interminable Long Memory Model And Its Hybrid For Time Series Modeling

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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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Bibliographic Details
Main Author:	Alhaji, Jibrin Sanusi
Format:	Thesis
Language:	English
Published:	2019
Subjects:	QA1 Mathematics (General)
Online Access:	http://eprints.usm.my/49314/ http://eprints.usm.my/49314/1/JIBRIN%20SANUSI%20ALHAJI%20cut.pdf

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