Autoregressive Fractionally Integrated Moving Average-Generalized Autoregressive Conditional Heteroskedasticity Model with Level Shift Intervention

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ISSN Print: 2161-718X
ISSN Online: 2161-7198
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"Autoregressive Fractionally Integrated Moving Average-Generalized Autoregressive Conditional Heteroskedasticity Model with Level Shift Intervention"
written by Lawrence Dhliwayo, Florance Matarise, Charles Chimedza,
published by Open Journal of Statistics, Vol.10 No.2, 2020

has been cited by the following article(s):

[1]	Combining Multiple Testing with Multivariate Singular Spectrum Analysis
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[2]	Overview of Long Memory for Economic and Financial Time Series Dataset and Related Time Series Models: A Review Study.
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[3]	Modelling Seasonal Volatility and Level Shift in Fractionally Integrated Processes
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[4]	Comparing the Performances of Artificial Neural Networks Models Based on Autoregressive Fractionally Integrated Moving Average Models
	IAENG International Journal of Computer Science, 2021

[5]	Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal …
	2020

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