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A Comparative Study for Estimate Fractional Parameter of ARFIMA Model

      Long memory analysis is one of the most active areas in econometrics and time series where various methods have been introduced to identify and estimate the long memory parameter in partially integrated time series. One of the most common models used to represent time series that have a long memory is the ARFIMA (Auto Regressive Fractional Integration Moving Average Model) which diffs are a fractional number called the fractional parameter. To analyze and determine the ARFIMA model, the fractal parameter must be estimated. There are many methods for fractional parameter estimation. In this research, the estimation methods were divided into indirect methods, where the Hurst parameter is estimated first, and then the fractional integration parameter is estimated from it by a relation between them. As for direct methods, the fractional integration parameter is estimated directly without relying on Hurst's parameter, and most of them are semi parametric methods. In this paper, some of the most common direct methods were used to estimate the fraction modulus namely (Geweke-Porter-Hudak, Smoothed Geweke-Porter-Hudak, Local Whittle, Wavelet and weighted wavelet), using simulation method with different value of (d) and different size of time series. The comparison between the methods was done using the mean squared error (MSE). It turns out that the best methods to estimate the fractional parameter is (Local Whittle).

      The ARFIMA model was generated by a function programmed by the MATLAB statistical program

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Publication Date
Thu Jun 01 2017
Journal Name
كلية التربية للبنات
The rights of orphans in the Old Testament and Islam, a Comparative Study

Allah Almighty has aggrandized the position of orphans and elevated their status in the society and has given the graces for those who sponsor the orphan and care for and protecting them, even those who rub their heads. The divine care is manifested in the verses of the Holy Bible and the Holy Quran. Therefore, the whole world cared for the orphan, and called for the rights of the orphans in the conferences and the channels. But all that was little effort that does not meet what the orphan need and some were only ink on paper that were not applied. All that mentioned above is necessary in dealing with the study (the rights of orphans in the Old Testament and Islam, a Comparative Study). The study was divided into a Preface and four inquirie

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Publication Date
Sat Aug 17 2019
Journal Name
Journal Of Legal Sciences
General theory of implicit will: Comparative Study

In accordance with the principle of consensually, contractors have full freedom to express their will. The law does not require that the expression be by a particular means or form, as may be expressly expressed by the will, so the expression of will may be implicit. The general rule is that the parties have the freedom to freely determine the content of the contract Within the limits of the rules that regulate and regulate this will, the implied will or implied expression of will is a positive course of expression of will, but does not directly indicate the truth of the intended meaning, but the circumstances of the case allow weighting of the intended meaning to other possible meanings, In other words, a means or an appearance taken by

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Publication Date
Tue Nov 19 2024
Journal Name
Al–bahith Al–a'alami
CARTOON SEMIOTIC ABOUT MARCH OF RETURN IN THE PALESTINIAN NEWSPAPERS: : (A Comparative Analytical Study)

This study aims to reveal the semiotic of “March of Return” cartoon in the Palestinian journalism, topics, Symbols and semantics that were covered.
This study is descriptive. It uses the survey method. Content analysis, and methodological comparison was also used.

The researcher chose an intentional sample of Palestine and Al-Hayat Al-Jadida newspapers for one year from March 30, 2018 to March 31, 2019, through a comprehensive inventory of all cartoons of the return marches during this period, which amounted to 59 cartoons.

The study has reached the following findings:

Newspapers cartoons focused on the topics of durability of the protester

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Publication Date
Thu Aug 03 2023
Journal Name
Journal Of Legal Sciences
Bank Deposit Guarantee Scope: Comparative Study

The guarantee of deposits came in most countries as a result of the financial crises faced by the banks, as the role of the guarantee agencies does not end to the point of enabling the depositor to recover his deposit, but rather it is considered necessary to overcome crises and stabilize the banking system.

The decisions related to the coverage determined by the types of guarantee are important, and it is required that these decisions be consistent with the policy of each guarantee to control and limit the negative effects that accompany deposit insurance, in order to face any risk that threatens deposits and confidence in them and to avoid any financial failures for the stability of the banking system and the protection of depo

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Publication Date
Wed Oct 17 2018
Journal Name
Journal Of Economics And Administrative Sciences
A Comparison of Bayes Estimators for the parameter of Rayleigh Distribution with Simulation

   A comparison of double informative and non- informative priors assumed for the parameter of Rayleigh distribution is considered. Three different sets of double priors are included, for a single unknown parameter of Rayleigh distribution. We have assumed three double priors: the square root inverted gamma (SRIG) - the natural conjugate family of priors distribution, the square root inverted gamma – the non-informative distribution, and the natural conjugate family of priors - the non-informative distribution as double priors .The data is generating form three cases from Rayleigh distribution for different samples sizes (small, medium, and large). And Bayes estimators for the parameter is derived under a squared erro

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Publication Date
Wed Jun 15 2022
Journal Name
Journal Of Legal Sciences
The Tort Caused by the Transmission of Coronavirus Infection (A comparative study)

        The Corona pandemic has raised many repercussions on all levels and fields, and several questions have arisen, especially in the legal field, where many responsibilities arise due to the way this pandemic is dealt with, exploited by some, or neglected some obligations imposed to confrontit. Civil responsibility emerges as an important part in the scope of dealing with the effects of the Corona pandemic, as some people deliberately or negligently tend to harm others, which calls for resorting to the provisions of civil responsibility. It seems that the burden of civil responsibility falls not only on individuals, but also on private and public legal persons alike.

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Publication Date
Fri Sep 02 2022
Journal Name
Journal Of Legal Sciences
The criterion of dependency in civil law : Comparative Study

The dependency means the existence of a subordinate to whom a dependant is attached and extends his judgment to him, being and nothing, Dependency has elements that must be available to achieve the dependency relationship, which is the existence of dependent and master with a link join the first to the second, and dependency may be between two obligations, between two rights, or between two things, And we suggested the nature of the obligation as a criterion for verifying the existence of dependency , Which requires the subordinate's attachment to the master with a permanent fateful bond so that one of them does not separate from the other, for the existence of the follower is associated with the existence of the master and it does not e

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Publication Date
Wed Sep 30 2015
Journal Name
College Of Islamic Sciences
The other day in the Holy Quran and the four Gospels: A comparative study

The other day in the Holy Quran and the four Gospels

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Publication Date
Wed Apr 10 2019
Journal Name
Journal Of Legal Sciences
The legislative confrontation of the crime of benefiting public money in Iraq -A comparative study-

The legislator sought to provide the greatest protection for public funds. The wisdom of this is clear and is one of the necessities of running the public utilities regularly and steadily. The waste of public money and its lack of public facilities impede the provision of its services and the delay of services and hindering access to the public. In Iraq, services are lagging behind and almost a collapse in service.

 Hence, the legislator has created a special protection for the employees because of the importance of the role played by this group as they represent the state with all its institutions and to enable them to perform their duties. To make the acts committed against them in the performance of their duties or to cau

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Publication Date
Tue Oct 01 2013
Journal Name
Journal Of Economics And Administrative Sciences
Comparison Robust M Estimate With Cubic Smoothing Splines For Time-Varying Coefficient Model For Balance Longitudinal Data

In this research، a comparison has been made between the robust estimators of (M) for the Cubic Smoothing Splines technique، to avoid the problem of abnormality in data or contamination of error، and the traditional estimation method of Cubic Smoothing Splines technique by using two criteria of differentiation which are (MADE، WASE) for different sample sizes and disparity levels to estimate the chronologically different coefficients functions for the balanced longitudinal data which are characterized by observations obtained through (n) from the independent subjects، each one of them is measured repeatedly by group of  specific time points (m)،since the frequent measurements within the subjects are almost connected an

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