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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my-usm-ep.493142021-06-17T13:56:33Z Interminable Long Memory Model And Its Hybrid For Time Series Modeling 2019-08 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 http://eprints.usm.my/49314/ http://eprints.usm.my/49314/1/JIBRIN%20SANUSI%20ALHAJI%20cut.pdf application/pdf en public phd doctoral Universiti Sains Malaysia Pusat Pengajian Sains Matematik |
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Universiti Sains Malaysia |
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USM Institutional Repository |
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English |
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QA1 Mathematics (General) |
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QA1 Mathematics (General) Alhaji, Jibrin Sanusi Interminable Long Memory Model And Its Hybrid For Time Series Modeling |
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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< |
format |
Thesis |
qualification_name |
Doctor of Philosophy (PhD.) |
qualification_level |
Doctorate |
author |
Alhaji, Jibrin Sanusi |
author_facet |
Alhaji, Jibrin Sanusi |
author_sort |
Alhaji, Jibrin Sanusi |
title |
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_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_sort |
interminable long memory model and its hybrid for time series modeling |
granting_institution |
Universiti Sains Malaysia |
granting_department |
Pusat Pengajian Sains Matematik |
publishDate |
2019 |
url |
http://eprints.usm.my/49314/1/JIBRIN%20SANUSI%20ALHAJI%20cut.pdf |
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1747821990533660672 |