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316610

A Comparative Study on the Estimation of the Parameters of the Markovian Processes- II

Article

Last updated: 28 Dec 2024

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Abstract

Consider the stationary autoregressive process with order one and non-zero mean. The weight parameter is taken to be priori distributed as uniform, standard normal and normal with zero mean. The Bayes' estimates are obtained and compared with conditional estimator for different values for the mean of the process. The error variance estimates by different methods are investigated. Some properties of the estimates for both the weight parameter and the error variance are discussed. The work is mainly performed through simulation and numerical integration techniques.

DOI

10.21608/esju.1983.316610

Keywords

Bayes' Estimates, Error Variance Estimates, Markovian Processes, Stationary Autoregressive Process, Weight Parameter

Authors

First Name

A.A.

Last Name

Abd-Alla

MiddleName

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Affiliation

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Email

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Orcid

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First Name

A.M.

Last Name

Abouammoh

MiddleName

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Affiliation

-

Email

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City

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Orcid

-

Volume

27

Article Issue

1

Related Issue

43412

Issue Date

1983-06-01

Receive Date

2023-09-07

Publish Date

1983-06-01

Page Start

29

Page End

39

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_316610.html

Detail API

https://esju.journals.ekb.eg/service?article_code=316610

Order

3

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

A Comparative Study on the Estimation of the Parameters of the Markovian Processes- II

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Article

Created At

28 Dec 2024