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Journal of the Indonesian Mathematical Society
ISSN : 20868952     EISSN : 24600245     DOI : -
Core Subject : Education,
Journal of the Indonesian Mathematical Society disseminates new research results in all areas of mathematics and their applications. Besides research articles, the journal also receives survey papers that stimulate research in mathematics and their applications.
Arjuna Subject : -
Articles 12 Documents
Search results for , issue "Volume 19 Number 2 (October 2013)" : 12 Documents clear
SECOND ORDER LEAST SQUARE ESTIMATION ON ARCH(1) MODEL WITH BOX-COX TRANSFORMED DEPENDENT VARIABLE Herni Utami; Subanar -
Journal of the Indonesian Mathematical Society Volume 19 Number 2 (October 2013)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.19.2.166.99-110

Abstract

Box-Cox transformation is often used to reduce heterogeneity and to achieve a symmetric distribution of response variable. In this paper, we estimate the parameters of Box-Cox transformed ARCH(1) model using second-order leastsquare method and then we study the consistency and asymptotic normality for second-order least square (SLS) estimators. The SLS estimation was introduced byWang (2003, 2004) to estimate the parameters of nonlinear regression models with independent and identically distributed errors.DOI : http://dx.doi.org/10.22342/jims.19.2.166.99-110
SOLVABILITY OF COUPLED SYSTEMS OF FRACTIONAL ORDER INTEGRO-DIFFERENTIAL EQUATIONS H.H.G. Hashem; A.M.A. El-Sayed
Journal of the Indonesian Mathematical Society Volume 19 Number 2 (October 2013)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.19.2.167.111-121

Abstract

We present existence theorems for coupled systems of quadratic integral equations of fractional order. As applications we deduce existence theorems for twocoupled systems of Cauchy problems. Also, an example illustrating the existence theorem is given.DOI : http://dx.doi.org/10.22342/jims.19.2.167.111-121

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