Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Sanusi Alhaji Jibrin"'
Publikováno v:
Statistics in Transition New Series. 23:69-87
This article defines the Autoregressive Fractional Unit Root Integrated Moving Average (ARFURIMA) model for modelling ILM time series with fractional difference value in the interval of 1 < d < 2. The performance of the ARFURIMA model is examined thr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1f6e7e2431ccfda55a580480703972ce
https://doi.org/10.2478/stattrans-2022-0017
https://doi.org/10.2478/stattrans-2022-0017
Publikováno v:
Dutse Journal of Pure and Applied Sciences; Vol. 8 No. 2a (2022); 57-68
In this paper, we introduce a new hybrid model namely Autoregressive Fractional Unit Root Integrated Moving Average-Asymmetric Power Autoregressive Conditional Heteroscedasticity (ARFURIMA-APARCH) model. The Nigeria daily COVID19 records and Bitcoin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e439a818b6805533fbda9cd6b894ac87
https://www.ajol.info/index.php/dujopas/article/view/227260
https://www.ajol.info/index.php/dujopas/article/view/227260
Publikováno v:
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES AND TECHNOLOGY 2018 (MATHTECH2018): Innovative Technologies for Mathematics & Mathematics for Technological Innovation.
This paper introduces the arfurima package for Interminable Long Memory (ILM) time series that exhibits strong hyperbolic decay Auto Correlations Function (ACF) and large spectrum at zero frequency. The package has facilities for Auto Regressive Frac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f761c6c8346aa937e0c2cc5568cffa9c
https://doi.org/10.1063/1.5136403
https://doi.org/10.1063/1.5136403
Publikováno v:
Proceedings of the Third International Conference on Computing, Mathematics and Statistics (iCMS2017) ISBN: 9789811372780
In this paper, Autoregressive Fractionally Integrated Moving Average (ARFIMA) model was modified and was used for modeling the daily Malaysia Stock Price Index (MSPI). The long and slow decline in autocorrelation function of the data showed the prese
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40686f37ae393e358b315754a3687e92
https://doi.org/10.1007/978-981-13-7279-7_29
https://doi.org/10.1007/978-981-13-7279-7_29
Publikováno v:
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES AND TECHNOLOGY 2018 (MATHTECH2018): Innovative Technologies for Mathematics & Mathematics for Technological Innovation.
This paper proposes a fractional filter and Auto Regressive Fractional Unit Root Integral Moving Average (ARFURIMA) model on daily Malaysian Tapis Crude Oil Price (MTCOP) for the period 4th June 2007 to 29th June 2018. The goodness of fits and depend
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ea76062adc4ea4f71fddb98d6fe835da
https://doi.org/10.1063/1.5136393
https://doi.org/10.1063/1.5136393