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article · Journal of Chartered Institute of Statisticians of Nigeria

On the Spectral Density of the Modified-ARFIMA Model

2025Open accessGombe State University

In plain language

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Abstract

This study develops the Modified-ARFIMA Model and its spectral density for a recursive sequence differencing operator that can handle large data in time series that have long memory characteristics.

Research topics

  • Complex Systems and Time Series Analysis
  • Financial Risk and Volatility Modeling
  • Energy Load and Power Forecasting

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DOI: 10.63255/03-4756.24/05

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