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article · European Journal of Statistics

Assessing the Performance of the MARFIMA Model Using Simulated and Real Life Data

20251 citationOpen accessGombe State University

Abstract

A modified autoregressive fractional integrated moving average MARFIMA (p, d, q) is presented in this study to describe time series data that are nonstationary and have a fractional difference value of 1

Research topics

  • Simulation Techniques and Applications

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DOI: 10.28924/ada/stat.5.2

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