Article Per Year (5 Year)
p-Index From 2021 - 2026
7.795
P-Index
This Author published in this journals
All Journal MANAJEMEN HUTAN TROPIKA Journal of Tropical Forest Management Jurnal Teknologi Informasi dan Ilmu Komputer Sinkron : Jurnal dan Penelitian Teknik Informatika JELLT (Journal of English Language and Language Teaching) Abdimas Talenta : Jurnal Pengabdian Kepada Masyarakat Jurnal Pendidikan Islam al-Afkar, Journal For Islamic Studies Pendas : Jurnah Ilmiah Pendidikan Dasar QARDHUL HASAN: MEDIA PENGABDIAN KEPADA MASYARAKAT Lexeme : Journal of Linguistics and Applied Linguistics Journal of Research in Mathematics Trends and Technology SALEE: Study of Applied Linguistics and English Education Jurnal FASILKOM (teknologi inFormASi dan ILmu KOMputer) Bulletin of Computer Science Research Leibniz: Jurnal Matematika ADMA: Jurnal Pengabdian dan Pemberdayaan Masyarakat Jurnal Kolaboratif Sains Seminar Nasional Hasil Riset dan Pengabdian (SNHRP) Bulletin of Pedagogical Research Journal of Mathematics Technology and Education Jurnal Pengabdian Masyarakat Akademisi PELS (Procedia of Engineering and Life Science) Procedia of Social Sciences and Humanities Journal of Scientific Research, Education, and Technology The International Journal of Education Management and Sociology Jurnal Ilmiah Pengabdian dan Inovasi Jurnal Edumatic : Jurnal Pendidikan Matematika Jurnal Internasional EduInovasi: Journal of Basic Educational Studies SOCIRCLE : Journal Of Social Community Services Ekomania Jurnal Indonesia : Manajemen Informatika dan Komunikasi Linguanusa : Social Humanities, Education and Linguistic Jurnal Pendidikan Islam Litera : Jurnal Bahasa dan Sastra The Indonesian Journal of Computer Science MUDARRISA: Jurnal Kajian Pendidikan Islam TERAS: Jurnal Pengabdian Masyarakat Sosial Budaya Jurnal Abdi Rakyat Jurnal Pengabdian Masyarakat Indonesia
Sutarman
Unknown Affiliation
Religion Agriculture, Biological Sciences & Forestry Arts Humanities Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Environmental Science Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Library & Information Science Mathematics Mechanical Engineering Medicine & Pharmacology Nursing Physics Public Health Social Sciences Transportation Other

Published : 63 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Journal of Mathematics Technology and Education

 1 
Parameter Estimation of GARCH Model with Bootstrap Approximation: Penaksiran Paramater Model GARCH Menggunakan Pendekatan Bootstrap Hutasoit, Anggiarmi; Sutarman
Journal of Mathematics Technology and Education Vol. 1 No. 3 (2022): Journal of Mathematics Technology and Education
Publisher : Talenta Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32734/jomte.v1i3.9261

Abstract

This study aims to estimate the parameters of the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model using a bootstrap approach. In the heteroscedasticity data model, it is determined how much the residual value of the sample used is. The bootstrap approach is a non-parametric and resampling technique used to estimate the parameter. From the sample data implemented, the residual estimation using the Maximum Likelihood Estimation method is - 0.065851304. Furthermore, the residual estimation value using the bootstrap approach is -1.769129241. Thus, the use of the bootstrap approach in the GARCH model results in a smaller residual value than MLE.
Co-Authors Abda Abda Abdul Latif Abdul Muhid, Abdul Achmad Achmad Lutfi Rahmawan Achmad Rizky Dwi Nur Amrin Adinda Dwi Cahayani Adolf Bastian Agus Seswandi Agus Suhendar, Agus Agus Syahid Ajeng Luthfiyatul Farida Alfian Sayuti Alfito Herdiansyah Alwaeni, Alvia Andi Tenri Ampa Ani Suryani Aniek Widiarti Anthony Anggrawan Antoni Ari Setiawan ASEP SAEFUDDIN Ashar Banyu Lazuardi Astri Anggelia Astuti, Hilda Ayatullah, Rangga Bangun, Monica Natalia Bidari Brillian Vallen Putra Ananda Choirul Huda Damius, Open Dedi Aprianto Dedy Arisandi Dicky Darmawansa Diwandari, Saucha Diyan Eko Yudi Siswant Elyakim Nova Supriyedi Patty, Elyakim Nova Supriyedi Erna Budhiarti Nababan Erwin Fadhil, Rifqi Helmi Farida Ardiani, Farida Gusti, Dharma Hana Catur Wahyuni Herawati, E Herawati, Elvina Herman Mawengkang Hilda Hastuti Hutasoit, Anggiarmi Imtiyas, Jilan Hanun Jonathan Liviera Marpaung Juliana Palit Kun Hidayat Lalu Yayan Ardiansyah Lela Rahmawati Lina Sukanti Lingga, Sri Wahyuni Listiari Hendraningsih Mahyuddin Mardiningsih Marpongahtun Maulida Yanti Miswaty, Titik Ceriyani Mochammad Imron Awalludin Muhamad ilham Muhammad Ragil Kurniawan Muhsin, Lalu Busyairi MULYADI Murti Retnowo Muzakir, Muhammad Athar Ismail Nasiruddin Alburhan Ni Ketut Putri Nila Sudewi Nikmah, Herlin NUR ALAMSYAH Nur Hanifah, Amalia Open Darnius Ovalia, Wari Pane, R Pane, Rahmawati Panji Tanashur Parjiman Parjiman, Parjiman Pranasa, Risyaf Kudus Prasetyo, Fariz Yudo Pratama, Adyan Wahyu R. Ayu Ida Aryani Rahayu, Monita Rahma, Putri Rahmawati , Lela Rahmawati, Lela Ramadhan, Aldo Reghan Rian Luthfi Fadilah Rian Luthfi Fadilah Rimbun Siringoringo, Rimbun Rina Komala Rose Kusumaningratri Rosid, Muhammad Alfan Rosmaini, E Saib Suwilo Saputra, Azel Aldi Sawaluddin Septabrina, Canda Kharisma Shaliha Happyananda Imani, Dara Simamora, Rahel Siregar, Machrani Adi Putri Siswanti, Puja Siti Munawaroh Soetrisno Hadi Sri Astuti Iriyani Sudadi Sudrajat, Asep Sukanti, Lina Sulastri, Neneng SUTRISNO Suyoto Syahputri, Ziana Syamsiar, Syamsiar Umi Zulfa Vigory Gloriman Manalu Wibowo, Martin Setyawan Widia Wahyuniati Yulanda Yulian Findawati Yusutria Yusutria zainuddin Abdussamad Zainuddin Abdussamad