Jibrin, Sanusi A.; Musa, Yakubu; Zubair, Umar A.; … - In: CBN Journal of Applied Statistics 06 (2015) 2, pp. 59-79
The research used a long memory or Autoregressive Fractionally Integrated Moving Average model to study and forecast … differencing Methods such as Local Whittle Estimator and Geweke and Porter-Hudak identified long memory characteristics in the …