The performance of bootstrapping autoregressive AR(9) process on the Malaysian opening price for second board
The commonly used Maximum Likelihood Estimator (MLE) to estimate the parameters of a time series model requires that the process is normally distributed. However, in real situations, many processes are not normal and have a heavy tail distribution. Hence, the aim of this study is to propose using a...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Asian Network for Scientific Information
2010
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| Online Access: | http://psasir.upm.edu.my/id/eprint/17259/1/The%20performance%20of%20bootstrapping%20autoregressive%20AR.pdf http://psasir.upm.edu.my/id/eprint/17259/ https://scialert.net/abstract/?doi=jas.2010.2101.2107 |
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