Simulation–Based Comparison of Estimated Methods for the Differencing Fractional Parameter in ARFIMA Model

there is a problem in the abstract. we put another abstract to check the results.

Authors

  • Mustafa A. Almahmoudi
  • Rida M. Khaga
  • Maryouma E. Enaami

DOI:

https://doi.org/10.55276/ljs.v22i1.135

Keywords:

Time Series; ARIMA; ARFIMA; Long-range dependence (LRD).

Abstract

.

Downloads

Published

2019-10-11

How to Cite

Almahmoudi, M. A. ., Khaga, R. M. . and Enaami, M. E. . (2019) “ we put another abstract to check the results”., The Libyan Journal of Science, 22(1), pp. 79–93. doi: 10.55276/ljs.v22i1.135.

Issue

Vol. 22 No. 1 (2019): Volume 22

Section

Statistics
#