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Home \موجک ها در برآورد مدلARFIMA
Title موجك ها در برآورد مدلARFIMA
Type Presentation
Keywords Wavelet- Bayesian estimation- Gaussian distribution- Times Series.
Abstract 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
Researchers Mahmoud Afshari (First researcher) ,