Search Results - parameter estimation using innovative framework

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    An innovative approach to financial market analysis: hybrid ARFIMA with Sieve and Moving Block Bootstrap by Alshaimaa Elwasify, Zaidi Isa

    Published 2025
    “…This paper aims to develop the field of financial time series analysis by focusing on the Egyptian stock market, EGX 30 in particular, using innovative modeling and forecasting techniques. …”
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    Article
  2. 2

    Source identification in river pollution incidents using a cellular automata model and Bayesian Markov chain Monte Carlo method by Wang, Wei, Ji, Chao, Li, Chuanqi, Wu, Wenxin, Anak Gisen, Jacqueline Isabella

    Published 2025
    “…The Markov chain Monte Carlo (MCMC) method is used to produce the posterior distribution of contaminant source parameters, which is a sampling-based method that enables the estimation of complex posterior distributions. …”
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    Outliers in bilinear time series model / Ibrahim Mohamed by Mohamed, Ibrahim

    Published 2005
    “…In general, identifying the order of bilinear model including BL(1,1,1,1) model is not possible yet due to the complexity of form taken by the moments of bilinear model. In the estimation stage, the nonlinear least squares method were used to estimate the parameters of BL(1,1,1,1) models. …”
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    Thesis
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