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Data differencing / Finite difference / Autoregressive integrated moving average / SAS / Time series / Autoregressive fractionally integrated moving average / Statistics / Mathematics / Mathematical analysis


Copyright  2003 JMASM, Inc. 1538 – [removed]/$30.00 Journal of Modern Applied Statistical Methods May, 2003, Vol. 2, No. 1, [removed]
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Document Date: 2013-05-06 00:55:04

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City

New York / Cary / /

Company

SAS Institute Inc. / JMASM Inc. / SAS/IML Software / /

Currency

USD / /

Facility

Boston University / Bryant College / Michigan State University / University of Colorado / /

IndustryTerm

fractional differencing algorithm / finance / recursive algorithm / corporate finance / /

Organization

Michigan State University / Finance Department / University of Colorado / Department of Mathematics / Bryant College / Boston University / Recursive Algorithm For Fractionally Differencing Long Data Series Joseph McCarthy Robert DiSario Hakan Saraoglu Finance Department Department of Mathematics Bryant College Finance Department We / Department of Mathematics at Bryant College / Finance Department at Bryant College / /

Person

Mandelbrot Ness / Robert DiSario / Joseph McCarthy / Van Ness / Hakan Saraoglu / Joseph McCarthy Robert DiSario Hakan / /

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Position

Professor / Assistant Professor / Associate Professor / /

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C / /

ProvinceOrState

Colorado / /

Technology

fractional differencing algorithm / recursive algorithm / proposed algorithm / IML / time series Introduction Algorithms / /

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