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Comparison Of The Differencing Parameter Estimation From Arfima Model By Spectral Regression Methods

JudulComparison Of The Differencing Parameter Estimation From Arfima Model By Spectral Regression Methods
PenulisGumgum Darmawan
PenerbitUnpad
BahasaInggris
Hak CiptaUnpad
Kata KunciARFIMA, Ordinary Least Square, Outliers, Periodogram

Comparing accuracy of spectral regression estimation methods of ethreen cing diff parameter d) ( from stationary ARFIMA Model by Simulation Study.

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