Measuring Volatility Persistence on Rainfall Records with the Hybrid of Autoregressive Fractional Integrated Moving Average (ARFIMA) - Hidden Markov Model (HMM)

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Bibliographic Details
Main Authors: Yusof, Fadhilah, Kane, Ibrahim Lawal, Yusop, Zulkifli
Format: Article
Published: 2015
Subjects:
Online Access:http://eprints.utm.my/59367/
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