Estimation and outlier detection of random coefficient autoregressive models / Norli Anida binti Abdullah
The class of random coe±cient autoregressive (RCA) models has been con-sidered in many areas of science due to its rich applications. We review two methods of RCA parameter estimation, namely least squares and estimating functions. An iterative method based on the estimating functions is proposed t...
Saved in:
Main Author: | Abdullah, Norli Anida |
---|---|
Format: | Thesis |
Published: |
2009
|
Subjects: | |
Online Access: | http://studentsrepo.um.edu.my/4353/1/NorliAnida_SGR070101_MSc_Statistics.pdf http://studentsrepo.um.edu.my/4353/1/NorliAnida_SGR070101_MSc_Statistics.pdf http://studentsrepo.um.edu.my/4353/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Statistical methods in analyzing the shape of maxillary dental arches for dental applications / Norli Anida Abdullah
by: Norli Anida, Abdullah
Published: (2016) -
Outliers And Structural Breaks Detection In Autoregressive Model By Indicator Saturation Approach
by: Mohammad Nasir, Muhammad Azim
Published: (2020) -
Comparison of robust estimators for detecting outliers in multivariate datasets
by: Sharifah Sakinah, Syed Abd Mutalib, et al.
Published: (2021) -
Strategi pembelajaran bahasa Arab di kalangan pelajar Melayu / Anida binti Abdul Rahim
by: Abdul Rahim, Anida
Published: (2003) -
First-order random coefficient autoregressive (RCA(1)) model : joint Whittle estimation and information.
by: Shitan, Mahendran, et al.
Published: (2014)