NeuroQuantology, 2022-01, Vol.20 (6), p.4812
2022
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Details
- Autor(en) / Beteiligte
- Titel
- Stability Study of Exponential Double Autoregressive model with application
- Ist Teil von
- NeuroQuantology, 2022-01, Vol.20 (6), p.4812
- Ort / Verlag
- Bornova Izmir: NeuroQuantology
- Erscheinungsjahr
- 2022
- Quelle
- Free E-Journal (出版社公開部分のみ）
- Beschreibungen/Notizen
- In this research we suggest a new non-linear time series model known Exponential Double Autoregressive model of order P, EXPDAR(p) , this model is depends on Double Autoregressive model with Exponential function . By using a local linearization technique we find a stability Condition of anon-zero singular point of the model , and applying these Condition to an obtained models by modeling areal Data that represents a monthly Brent Crude oil prices at closing in dollars for period (1989-2021) for a several orders of suggested model.
- Sprache
- Englisch
- Identifikatoren
- eISSN: 1303-5150DOI: 10.14704/nq.2022.20.6.NQ22482Titel-ID: cdi_proquest_journals_2900736688
- Format
- –
- Schlagworte
- Autoregressive models, Crude oil, Crude oil prices, Exponential functions, Markov analysis, Random variables, Stability, Stochastic models, Time series