Open AccessNew R package arfurimaaparch for Estimation of ARFURIMA-APARCH Model and Big Data Analytics
Author(s) -
Sanusi Alhaji Jibrin,
Hassan Imafidor Ibrahim
Publication year - 2022
Language(s) - English
DOI - 10.56471/slujst.v4i.264
Subject(s) - autoregressive model , akaike information criterion , r package , heteroscedasticity , statistics , econometrics , monte carlo method , computer science , mathematics