LINEAR CONDITIONAL HETEROSCEDACTICITY MODELS FOR PERIODICALLY CORRELATED DATA
عنوان مقاله: LINEAR CONDITIONAL HETEROSCEDACTICITY MODELS FOR PERIODICALLY CORRELATED DATA
شناسه ملی مقاله: AIMC38_318
منتشر شده در سی و هشتمین کنفرانس ریاضی ایران در سال 1386
شناسه ملی مقاله: AIMC38_318
منتشر شده در سی و هشتمین کنفرانس ریاضی ایران در سال 1386
مشخصات نویسندگان مقاله:
SAEID REZAKHAH - Department of Statistics, Faculty of Mathematics And Computer science, Amirkabir University of Tchnology, Iran
ROHOLLAH RAMEZANI - Department of Statistics, Faculty of Mathematics And Computer science, Amirkabir University of Tchnology, Iran
خلاصه مقاله:
SAEID REZAKHAH - Department of Statistics, Faculty of Mathematics And Computer science, Amirkabir University of Tchnology, Iran
ROHOLLAH RAMEZANI - Department of Statistics, Faculty of Mathematics And Computer science, Amirkabir University of Tchnology, Iran
In this paper, we study the PCLARCH model for the reminder of fitted PARMA model to periodically correlated data.
کلمات کلیدی: Empirical study, PCLARCH model, PARMA model, Periodic corre lation
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/57170/