Dynamics of EXPAR Models for High Frequency Data

M. A. Ghazal; A. Elhassanein

Back

Journal article

Dynamics of EXPAR Models for High Frequency Data

M. A. Ghazal and A. Elhassanein

International journal of applied mathematics & statistics, Vol.14(M09), pp.88-96

01/03/2009

Abstract

Mathematics

Mathematics, Applied

Physical Sciences

Science & Technology

Dynamics of EXPAR model, existence of equilibrium and conditions of stability are studied. The relation between the stability of the skeleton and realizations of EXPAR is discussed using spectral density estimate on disjoint segments of observations via simulation.

Metrics

1 Record Views

Details

Title: Dynamics of EXPAR Models for High Frequency Data
Creators - without role: M. A. Ghazal - Univ Mansoura, Dept Math, Fac Sci New Damietta, POB 68, Mansoura, Egypt
A. Elhassanein - Univ Mansoura, Dept Math, Fac Sci New Damietta, POB 68, Mansoura, Egypt
Publication Details: International journal of applied mathematics & statistics, Vol.14(M09), pp.88-96
Publisher: Centre Environment Social & Economic Research Publ-Ceser
Number of pages: 9
Identifiers: 9932534608331
Academic Unit: University of Bisha
Language: English
Resource Type: Journal article