[HTML][HTML] Dynamical approach in studying stability condition of exponential (GARCH) models

AA Mohammad, AA Mudhir - journal of king saud university-science, 2020 - Elsevier
In this article our goal is to studying the stationary condition of EGARCH time series model
which is proved by Nelson (1991) but what we did is to prove it with more simple and clearly …

[PDF][PDF] On stability conditions of Pareto autoregressive model

OA Hamdi, AA Mohammad, MA Khaleel - Tikrit Journal of Pure Science, 2020 - iasj.net
This paper concerned with studding a stability conditions of the proposed non-linear
autoregressive time series model Known as Pareto Autoregressive model, acronym is …

[PDF][PDF] On stability conditions of Burr X autoregressive model

ZS Khalaf, AA Mohammad - Tikrit Journal of Pure Science, 2019 - iasj.net
This article deals with proposed nonlinear autoregressive model based on Burr X
cumulative distribution function known as Burr X AR (p), we demonstrate stability conditions …

[PDF][PDF] Stability Study of Exponential Double Autoregressive model with application

HH Abdullah, AA Mohammad - NeuroQuantology, 2022 - researchgate.net
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 …

[PDF][PDF] Stability Conditions of Gompertz Autoregressive Model with Application

NI Ali, AA Mohammad - researchgate.net
This paper deals with studding a stability conditions of the proposed non-linear
autoregressive time series model. which is known as Gompertz Autoregressive model …