Long Memory Parameter in the Presence of Additive Outliers and Inliers


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

₹ 3,651

Availability: Out of stock


Delivery :

5% Cashback on all Orders paid using MobiKwik Wallet T&C

Free Krispy Kreme Voucher on all Orders paid using UltraCash Wallet T&C
Product Out of Stock Subscription

(Notify me when this product is back in stock)

  • Product Description

In this book, we analyze the effects of additive outliers and inliers on the long memory fractional parameter. Based on Monte-Carlo simulations, two different data sets have been generated for simulation. First set generates additive outliers and second set generates additive inliers. The results indicate that additive outliers and inliers affect the bias and MSE of the estimated fractional parameter. Particularly, the size of the additive outliers, the probability of occurrence of additive outliers and a drift parameter in data generating process appear to have important effects on the estimated fractional parameter taking the value of the true fractional parameter as a threshold.

Product Specifications
SKU :COC24948
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
0 Review(s)