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

ISSN Print: 2152-7385
ISSN Online: 2152-7393
www.scirp.org/journal/am
E-mail: am@scirp.org

Citations

"Application of Iterative Approaches in Modeling the Efficiency of ARIMA-GARCH Processes in the Presence of Outliers"
written by Emmanuel Alphonsus Akpan, K. E. Lasisi, Ali Adamu, Haruna Bakari Rann,
published by Applied Mathematics, Vol.10 No.3, 2019

has been cited by the following article(s):

[1]	Robust Estimation of GARCH Model to Appraise Excess Kurtosis
	World Scientific News, 2022

[2]	Appraisal of excess Kurtosis through outlier-modified GARCH-type models
	2021

[3]	Modeling Heteroscedasticity in the Presence of Serial Correlations in Discrete-time Stochastic Series: A GARCH-in-Mean Approach
	2019

[4]	White Noise Analysis: A Measure of Time Series Model Adequacy
	2019

[1]	Getting back on track: Forecasting after extreme observations International Journal of Forecasting, 2026 DOI:10.1016/j.ijforecast.2025.08.005

[2]	Appraisal of excess Kurtosis through outlier-modified GARCH-type models Communications in Statistics - Simulation and Computation, 2021 DOI:10.1080/03610918.2021.1887225

[3]	White Noise Analysis: A Measure of Time Series Model Adequacy Applied Mathematics, 2019 DOI:10.4236/am.2019.1011069

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