Analysis of time series by re-sampling

• Main Authors: Mohamed, B. I., Elfaki, Faiz Ahmed Mohamed, Daoud, Jamal Ibrahim, Azram, Mohammad
• Format: Conference or Workshop Item
• Language: English
• Published: Kulliyyah of Engineering, IIUM 2012
• Subjects: QA Mathematics
• Online Access: http://irep.iium.edu.my/24644/4/24644_Analysis%20of%20time%20Series%20by%20re-sampling.pdf; http://irep.iium.edu.my/24644/; http://www.iium.edu.my/icmae/12/

The Box-Jenkins methodology is very often used in financier when the time series are analyzed. The estimations of the parameters of the selected models are one of the first tasks of the analysis. The important problem that emerges in connection with the parameters estimation is the problem of their...