The performance of bootstrapping autoregressive AR(9) process on the Malaysian opening price for second board

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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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Bibliographic Details
Main Authors:	Midi, Habshah, Zamzuri, Zamira Hasanah
Format:	Article
Language:	English
Published:	Asian Network for Scientific Information 2010
Online Access:	http://psasir.upm.edu.my/id/eprint/17259/ http://psasir.upm.edu.my/id/eprint/17259/1/The%20performance%20of%20bootstrapping%20autoregressive%20AR.pdf

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