000			01996cam a2200313 a 4500
003			EG-GiCUC
008			191112s2019 ua f m 000 0 eng d
040			_aEG-GiCUC _beng _cEG-GiCUC
041	0		_aeng
049			_aDeposite
097			_aPh.D
099			_aCai01.18.04.Ph.D.2019.Mo.S
100	0		_aMohammed Ahmed Farouk Ahmed
245	1	0	_aStatistical inference for bounded time series with unit roots / _cMohammed Ahmed Farouk Ahmed ; Supervised Sayed Meshaal Elsayed , Ahmed Amin Elsheikh
246	1	5	_aالاستدلال الإحصائى للسلاسل الزمنية المحدودة المحتوية على جذور الوحدة
260			_aCairo : _bMohammed Ahmed Farouk Ahmed , _c2019
300			_a162 Leaves ; _c30cm
502			_aThesis (Ph.D.) - Cairo University - Faculty of Graduate Studies for Statistical Research - Department of Statistics and Econometrics
520			_aAccording 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			_aIssued also as CD
653		4	_aBounded time series
653		4	_aStatistical inference
653		4	_aUnit roots
700	0		_aAhmed Amin Elsheikh , _eSupervisor
700	0		_aSayed Meshaal Elsayed , _eSupervisor
905			_aAsmaa _eCataloger
905			_aNazla _eRevisor
942			_2ddc _cTH
999			_c75145 _d75145