Santoso, Rukun and Subanar, Subanar and Rosadi, Dedi and Suhartono, Suhartono (2011) HETEROSCEDASTIC TIME SERIES MODEL BY WAVELET TRANSFORM. In: The 6th SEAMS-UGM Conference 2011.
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Item Type: | Conference or Workshop Item (Paper) |
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Uncontrolled Keywords: | heterocedastic, ARCH Model, GARCH model, wavelet transform |
Subjects: | Q Science > Q Science (General) |
Divisions: | Faculty of Science and Mathematics > Department of Statistics |
ID Code: | 38353 |
Deposited By: | INVALID USER |
Deposited On: | 08 Feb 2013 11:27 |
Last Modified: | 08 Feb 2013 11:32 |
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