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Faculty of Natural and Agricultural Sciences
School of Mathematical Sciences
Statistics
 Research interest home |
| Researchers involved |
| Research output |
| Postgraduate student projects |
| Back to research interests... |
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Time series
ARIMA models, spectral analysis,non-stationary processes. Cointegration. Fractional integration and cointegration (long-memory processes) |
Postgraduate students' research projects completed in 2001 (titles of dissertations and
theses) |
Dissertations |
Arkaah J: Some aspects of non-stationary time series (Dr H Boraine) |
Van den Berg HJ: ARCH modeling in finance with an application of estimation and forecasting in the exchange rate market (Dr H Boraine) |
Van Staden P: Fractional Integration and Co-integration (Dr H Boraine) |