Stationary process in GSTAR(1;1) through kernel function approach

Stationarity is an essential requirement in modeling GSTAR space-time. GSTAR modeling adopted from the three iterative Box-Jenkins time series modeling. The stages are model identification, parameter estimation, and validation. In the validation, stage consists of two tests, namely parameter station...

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Bibliographische Detailangaben

Hauptverfasser:	Yundari, Yundari, Huda, Nur'ainul Miftahul, Pasaribu, Udjianna Sekteria, Mukhaiyar, Utriweni, Sari, Kurnia Novita
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Eigenvalues Iterative methods Kernel functions Matrix methods Modelling Parameter estimation Parameter identification Stationary processes Weight
Online-Zugang:	Volltext
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