مشخصات پژوهش

خانه /موجک ها در برآورد مدلARFIMA
عنوان موجک ها در برآورد مدلARFIMA
نوع پژوهش مقالات در همایش ها
کلیدواژه‌ها Wavelet- Bayesian estimation- Gaussian distribution- Times Series.
چکیده Theory of wavelet is the field of mathematics has many usage in other sciences, special, statistics. It used in many statistical research as powerfull tools. In this paper, our purpose is Bayesian estimation of fitted models time series, ( lonng memory model ARFIMA(p,d,q)), using wavelet. Fitting this model to many data, special, finantiol and economical data has advantaged alot to determine and analysis statistical population
پژوهشگران محمود افشاری (نفر اول)، شبنم شادمان (نفر دوم)