New R package arfurimaaparch for Estimation of ARFURIMA-APARCH Model and Big Data Analytics
Author(s) -
Sanusi Alhaji Jibrin,
Hassan Imafidor Ibrahim
Publication year - 2022
Publication title -
slu journal of science and technology
Language(s) - English
Resource type - Journals
eISSN - 2736-089X
pISSN - 2736-0903
DOI - 10.56471/slujst.v4i.264
Subject(s) - autoregressive model , akaike information criterion , heteroscedasticity , r package , statistics , econometrics , monte carlo method , computer science , analytics , mathematics , data mining
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