Applied Mathematics

Vol.10 No.3(2019), Paper ID 91538, 21 pages

DOI:10.4236/am.2019.103012

 

Application of Iterative Approaches in Modeling the Efficiency of ARIMA-GARCH Processes in the Presence of Outliers

 

Emmanuel Alphonsus Akpan, K. E. Lasisi, Ali Adamu, Haruna Bakari Rann

 

Department of Mathematical Science, Abubakar Tafawa Balewa University, Bauchi, Nigeria
Department of Mathematical Science, Abubakar Tafawa Balewa University, Bauchi, Nigeria
Federal College of Education (Tech.), Gombe, Gombe State, Nigeria
Department of Mathematics and Statistics, University of Maiduguri, Maiduguri, Nigeria

 

Copyright © 2019 Emmanuel Alphonsus Akpan, K. E. Lasisi, Ali Adamu, Haruna Bakari Rann et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Akpan, E. , Lasisi, K. , Adamu, A. and Rann, H. (2019) Application of Iterative Approaches in Modeling the Efficiency of ARIMA-GARCH Processes in the Presence of Outliers. Applied Mathematics, 10, 138-158. doi: 10.4236/am.2019.103012.

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