HETEROSCEDASTIC TIME SERIES MODEL BY WAVELET TRANSFORM

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.

[img]
Preview
PDF
3911Kb

Item Type:Conference or Workshop Item (Paper)
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:Mr Hasbi Yasin
Deposited On:08 Feb 2013 11:27
Last Modified:08 Feb 2013 11:32

Repository Staff Only: item control page