Browsing Faculty of Science & Technology (FST) by Subject "Causality"

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    • Duality, Forecasting and Selection of Autoregressive Moving Average Models 

      Khogali, KA; Olowofeso, OE; Owino, JO (University of Nairobi.School of Mathematics, 2002)
      Based on both duality in time between time series processes and lag transformation, we define duality in causality, invertibility for mixed Autoregressive moving average ARMA(p,q) models. We construct expressions, in ...