Beta
ManageSearchChatDiscover
225239

Estimation of AR (2) Model with Dependent Errors for Bounded Stationary and Uncompleted Nonstationary Time Series

Article

Last updated: 29 Dec 2024

OverviewSimilar Items

Subjects

-

Tags

الإحصاء والرياضة والتأمين

Abstract

In this paper, the GLS and the ML estimators, the variance-covariance matrix, the unbiasedness for the GLS and the ML estimators of AR (2) model with dependent errors have been proved. A simulation study has been provided for bounded stationary (uncompleted nonstationary) under different conditions (five cases have been provided), for different sample sizes using MSE and Thiel's U as criteria for comparison. 

DOI

10.21608/sjcs.2022.225239

Keywords

AR (2) Model, GLS Estimators, ML Estimators, mean squared error, Thiel's Inequality Coefficient, Bounded Stationary Time Series, Bounded Uncompleted Nonstationary Time Series

Authors

First Name

د. محمد أحمد فاروق

Last Name

أحمد

MiddleName

-

Affiliation

-

Email

-

City

-

Orcid

-

Volume

14

Article Issue

14

Related Issue

32232

Issue Date

2022-03-01

Receive Date

2022-03-16

Publish Date

2022-03-01

Page Start

145

Page End

171

Print ISSN

1687-8523

Online ISSN

2682-356X

Article File

SJCS_Volume 14_Issue 14_Pages 145-171.pdf

PDF . 479.2kB

Link

https://sjcs.journals.ekb.eg/article_225239.html

Detail API

https://sjcs.journals.ekb.eg/service?article_code=225239

Order

225,239

Type

المقالة الأصلية

Type Code

2,291

Publication Type

Journal

Publication Title

مجلة الشروق للعلوم التجارية

Publication Link

https://sjcs.journals.ekb.eg/

MainTitle

Estimation of AR (2) Model with Dependent Errors for Bounded Stationary and Uncompleted Nonstationary Time Series

Details

Type

Article

Created At

23 Jan 2023