Browsing 6th Annual Conference Kabarak University 2016 by Subject "GARCH INNOVATIONS"
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ESTIMATION OF MISSING VALUES FOR BILINEAR TIME SERIES MODELS WITH GARCH INNOVATIONS USING NONPARAMETRIC METHODS
(kabarak university, 2016-07)A time series is defined as data recorded sequentially Since the data are records taken overtime, very common. They may occur as a result lost records, deletion of outliers, calender instruments Imputation is a necessary ... -
ESTIMATION OF MISSING VALUES FOR BILINEAR TIME SERIES MODELS WITH GARCH INNOVATIONS USING NONPARAMETRIC METHODS
(Kabarak University, 2016)A time series is defined as data recorded sequentially over a specified period. Since the data are records taken overtime, missing observations in time series are very common. They may occur as a result of lost records, ...