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Comparison Of Differencing Parameter Estimation From Nonstationer Arfima Model By Gph Method With Cosine Tapering

JudulComparison Of Differencing Parameter Estimation From Nonstationer Arfima Model By Gph Method With Cosine Tapering
PenulisGumgum Darmawan
PenerbitUnpad
BahasaInggris
Hak CiptaUnpad
Kata KunciARFIMA, Periodogram, Taper

Comparing accuracy of GPH estimation methods with cosine tapering of the differencing parameter (d) and forecasting result from nonstationary ARFIMA Model by Simulation Study.

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