MARC details
000 -LEADER |
fixed length control field |
01996cam a2200313 a 4500 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
EG-GiCUC |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
191112s2019 ua f m 000 0 eng d |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
EG-GiCUC |
Language of cataloging |
eng |
Transcribing agency |
EG-GiCUC |
041 0# - LANGUAGE CODE |
Language code of text/sound track or separate title |
eng |
049 ## - LOCAL HOLDINGS (OCLC) |
Holding library |
Deposite |
097 ## - Thesis Degree |
Thesis Level |
Ph.D |
099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) |
Classification number |
Cai01.18.04.Ph.D.2019.Mo.S |
100 0# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Mohammed Ahmed Farouk Ahmed |
245 10 - TITLE STATEMENT |
Title |
Statistical inference for bounded time series with unit roots / |
Statement of responsibility, etc. |
Mohammed Ahmed Farouk Ahmed ; Supervised Sayed Meshaal Elsayed , Ahmed Amin Elsheikh |
246 15 - VARYING FORM OF TITLE |
Title proper/short title |
الاستدلال الإحصائى للسلاسل الزمنية المحدودة المحتوية على جذور الوحدة |
260 ## - PUBLICATION, DISTRIBUTION, ETC. |
Place of publication, distribution, etc. |
Cairo : |
Name of publisher, distributor, etc. |
Mohammed Ahmed Farouk Ahmed , |
Date of publication, distribution, etc. |
2019 |
300 ## - PHYSICAL DESCRIPTION |
Extent |
162 Leaves ; |
Dimensions |
30cm |
502 ## - DISSERTATION NOTE |
Dissertation note |
Thesis (Ph.D.) - Cairo University - Faculty of Graduate Studies for Statistical Research - Department of Statistics and Econometrics |
520 ## - SUMMARY, ETC. |
Summary, etc. |
According to Granger (2010), the limited process is one that has bounds either below (at zero, say) or above (full capacity) or both. Indeed, many important economic and financial series are bounded in this sense. There are many literature review which discussed the topic of unit root tests of bounded time series Cavaliere (2000, 2001, 2005), Nicolau (2002), Cavaliere and Xu (2011), Carrion and Gadea (2013, 2015) but they all concentrated on the model of bounded AR (1) with constant or without constant under various assumptions for the error terms, and in this thesis the concentrate will be on the model of bounded AR (2) with constant and without constant in the case of independent errors and dependent errors, the thesis contains the following five chapters |
530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE |
Additional physical form available note |
Issued also as CD |
653 #4 - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
Bounded time series |
653 #4 - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
Statistical inference |
653 #4 - INDEX TERM--UNCONTROLLED |
Uncontrolled term |
Unit roots |
700 0# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Ahmed Amin Elsheikh , |
Relator term |
|
700 0# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Sayed Meshaal Elsayed , |
Relator term |
|
905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) |
Cataloger |
Asmaa |
Reviser |
Cataloger |
905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) |
Cataloger |
Nazla |
Reviser |
Revisor |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Dewey Decimal Classification |
Koha item type |
Thesis |