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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| Format: | Thesis |
| Language: | English |
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2019
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| Online Access: | http://eprints.usm.my/49314/1/JIBRIN%20SANUSI%20ALHAJI%20cut.pdf |
| _version_ | 1797012186953940992 |
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| author | Alhaji, Jibrin Sanusi |
| author_facet | Alhaji, Jibrin Sanusi |
| author_sort | Alhaji, Jibrin Sanusi |
| collection | USM |
| description | 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 filter to decompose the nonstationary and Interminable Long Memory (ILM) time series with fractional differencing value in the interval of 1< |
| first_indexed | 2024-03-06T15:44:20Z |
| format | Thesis |
| id | usm.eprints-49314 |
| institution | Universiti Sains Malaysia |
| language | English |
| last_indexed | 2024-03-06T15:44:20Z |
| publishDate | 2019 |
| record_format | dspace |
| spelling | usm.eprints-493142021-06-17T13:56:33Z http://eprints.usm.my/49314/ Interminable Long Memory Model And Its Hybrid For Time Series Modeling Alhaji, Jibrin Sanusi QA1 Mathematics (General) 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 filter to decompose the nonstationary and Interminable Long Memory (ILM) time series with fractional differencing value in the interval of 1< 2019-08 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/49314/1/JIBRIN%20SANUSI%20ALHAJI%20cut.pdf Alhaji, Jibrin Sanusi (2019) Interminable Long Memory Model And Its Hybrid For Time Series Modeling. PhD thesis, Universiti Sains Malaysia. |
| spellingShingle | QA1 Mathematics (General) Alhaji, Jibrin Sanusi Interminable Long Memory Model And Its Hybrid For Time Series Modeling |
| title | Interminable Long Memory Model And Its Hybrid For Time Series Modeling |
| title_full | Interminable Long Memory Model And Its Hybrid For Time Series Modeling |
| title_fullStr | Interminable Long Memory Model And Its Hybrid For Time Series Modeling |
| title_full_unstemmed | Interminable Long Memory Model And Its Hybrid For Time Series Modeling |
| title_short | Interminable Long Memory Model And Its Hybrid For Time Series Modeling |
| title_sort | interminable long memory model and its hybrid for time series modeling |
| topic | QA1 Mathematics (General) |
| url | http://eprints.usm.my/49314/1/JIBRIN%20SANUSI%20ALHAJI%20cut.pdf |
| work_keys_str_mv | AT alhajijibrinsanusi interminablelongmemorymodelanditshybridfortimeseriesmodeling |