LONG MEMORY PROCESS MENGGUNAKAN MODEL AUTOREGRESSIVE FRACTIONALLY INTEGRATED MOVING AVERAGE (ARFIMA(p, d, q))

SEPTRI, DAMAYANTI (2012) LONG MEMORY PROCESS MENGGUNAKAN MODEL AUTOREGRESSIVE FRACTIONALLY INTEGRATED MOVING AVERAGE (ARFIMA(p, d, q)). Masters thesis, Universitas Andalas.

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Abstract

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Item Type: Thesis (Masters)
Primary Supervisor: Dr. Maiyastri, M. Si.
Uncontrolled Keywords: long memory process, AFRIMA (p, d, q), estimasi differencing d, Geweke dan Porter Hudak
Subjects: Q Science > QA Mathematics
Divisions: Pascasarjana (S2)
Depositing User: magang unp 2022
Date Deposited: 04 Oct 2022 06:49
Last Modified: 04 Oct 2022 06:49
URI: http://scholar.unand.ac.id/id/eprint/114011

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