Feilong Lu
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View article: Enhanced Prediction Model for Time Series Characterized by GARCH via Interval Type-2 Fuzzy Inference System
Enhanced Prediction Model for Time Series Characterized by GARCH via Interval Type-2 Fuzzy Inference System Open
GARCH-type time series (characterized by Generalized Autoregressive Conditional Heteroskedasticity) exhibit pronounced volatility, autocorrelation, and heteroskedasticity. To address these challenges and enhance predictive accuracy, this s…
View article: Locally Most Powerful Test for the Random Coefficient Autoregressive Model
Locally Most Powerful Test for the Random Coefficient Autoregressive Model Open
In this article, we study the problem of testing the constancy of the coefficient in a class of stationary first‐order random coefficient autoregressive (RCAR(1)) model. We construct a new test statistic based on the locally most powerful‐…