Robustifying Forecast Performance Through Hybridized Arima-Garch-Type Modeling in a Discrete-Time Stochastic Series von Imoh Udo Moffat, Emmanuel Alphonsus Akpan

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Modeling Investment Trends: A Logarithmic-Modified Markov Chain Approach von Moffat, Imoh Udo, Ukpabio, James Augustine, Akpan, Emmanuel Alphonsus

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Modeling the Effects of Outliers on the Estimation of Linear Stochastic Time Series Model von Emmanuel Alphonsus Akpan, Imoh Udo Moffat

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Identification and Modeling of Outliers in a Discrete - Time Stochastic Series von Udo Moffat, Imoh

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Modeling the Effects of Outliers on the Estimation of Linear Stochastic Time Series Model von Emmanuel Alphonsus Akpan, Imoh Udo Moffat

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White Noise Analysis: A Measure of Time Series Model Adequacy von Moffat, Imoh Udo, Akpan, Emmanuel Alphonsus

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Selection of Heteroscedastic Models: A Time Series Forecasting Approach von Moffat, Imoh Udo, Akpan, Emmanuel Alphonsus

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Detection and Modeling of Asymmetric GARCH Effects in a Discrete-Time Series von Akpan, Emmanuel Alphonsus, Udo Moffat, Imoh

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Modeling Regression with Time Series Errors of Gross Domestic Product on Government Expenditure von Akpan, Emmanuel Alphonsus, Moffat, Imoh Udo, Ekpo, Ntiedo Bassey

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Arma-Arch Modeling Of The Returns Of First Bank Of Nigeria von Akpan, Emmanuel Alphonsus, Moffat, Imoh Udo, Ekpo, Ntiedo Bassey

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