TY  - BOOK
AU  - Mohammed Ahmed Farouk Ahmed
AU  - Ahmed Amin Elsheikh , 
AU  - Sayed Meshaal Elsayed , 
TI  - Statistical inference for bounded time series with unit roots / 
PY  - 2019///
CY  - Cairo : 
PB  - Mohammed Ahmed Farouk Ahmed , 
KW  - Bounded time series
KW  - Statistical inference
KW  - Unit roots
N1  - Thesis (Ph.D.) - Cairo University - Faculty of Graduate Studies for Statistical Research - Department of Statistics and Econometrics; Issued also as CD
N2  - 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
ER  -