On the Spectral Density of the Modified-ARFIMA Model

Authors

  • A. Bello
  • M. Tasi’u
  • H.G. Dikko
  • B.B. Alhaji

DOI:

https://doi.org/10.63255/03-4756.24/05

Keywords:

Spectral density, modified-ARFIMA, long memory

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.

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Published

2024-12-01

How to Cite

Bello, A., Tasi’u, M., Dikko, H., & Alhaji, B. (2024). On the Spectral Density of the Modified-ARFIMA Model. Journal of the CISON, 36(1), 47–56. https://doi.org/10.63255/03-4756.24/05

Issue

Vol. 36 No. 1 (2024): Advances in Statistical Modeling and Optimal Experimental Design

Section

Articles

License

Copyright (c) 2024 Journal of the CISON

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

 CC by 4.0 License
This work is licensed under a Creative Commons Attribution (CC BY) 4.0 International License.