Open AccessA Comparative Study for Estimate Fractional Parameter of ARFIMA Model
Author(s) -
Ammar Muayad Saber,
Rabab Abdulrida Saleh
Publication year - 2022
Publication title -
mağallaẗ al-ʿulūm al-iqtiṣādiyyaẗ wa-al-idāriyyaẗ
Language(s) - English
Resource type - Journals
eISSN - 2518-5764
pISSN - 2227-703X
DOI - 10.33095/jeas.v28i133.2359
Subject(s) - autoregressive fractionally integrated moving average , mathematics , hurst exponent , series (stratigraphy) , estimation theory , parametric statistics , statistics , econometrics , long memory , volatility (finance) , paleontology , biology