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On parameters estimation of time series models with missing observations / Mahmoud Mohamed Abdelwahab Mahmoud ; Supervised Sayed Meshaal Elsayed , Ahmed Amin Elsheikh

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Cairo : Mahmoud Mohamed Abdelwahab Mahmoud , 2017Description: 163 Leaves : charts ; 30cmOther title:
  • تقدير معالم نماذج السلاسل الزمنية في وجود قيم مفقودة [Added title page title]
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  • Issued also as CD
Dissertation note: Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics Summary: This thesis contains four chapters. In chapter (1), the introduction of this thesis topic, the problem of the study, the main aims of thesis, the contents of the thesis is introduced, some definitions and literature review are presented. Chapter (2) contains estimation methods of first order autoregressive model with missing observations, a new estimator for first order autoregressive model with missing observations with (without) constant, investigating the properties of this estimator. Chapter (3) contains estimation methods of second order autoregressive model with missing observations, a new estimator for second order autoregressive model with missing observations with (without) constant by different methods, investigating the properties of this estimator. Chapter (4), simulation studies are carried out to compare between different estimators: OLS estimator, WE estimator, and YW estimator. R program and MINITAB 14 are used to execute simulation study. In addition, the results obtained through the Monte {u2013} Carlo simulation study are presented in this chapter. Finally, a list of references and appendices of tables and graphs are included
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Thesis Thesis قاعة الرسائل الجامعية - الدور الاول المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.04.M.Sc.2017.Ma.O (Browse shelf(Opens below)) Not for loan 01010110073233000
CD - Rom CD - Rom مخـــزن الرســائل الجـــامعية - البدروم المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.04.M.Sc.2017.Ma.O (Browse shelf(Opens below)) 73233.CD Not for loan 01020110073233000

Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics

This thesis contains four chapters. In chapter (1), the introduction of this thesis topic, the problem of the study, the main aims of thesis, the contents of the thesis is introduced, some definitions and literature review are presented. Chapter (2) contains estimation methods of first order autoregressive model with missing observations, a new estimator for first order autoregressive model with missing observations with (without) constant, investigating the properties of this estimator. Chapter (3) contains estimation methods of second order autoregressive model with missing observations, a new estimator for second order autoregressive model with missing observations with (without) constant by different methods, investigating the properties of this estimator. Chapter (4), simulation studies are carried out to compare between different estimators: OLS estimator, WE estimator, and YW estimator. R program and MINITAB 14 are used to execute simulation study. In addition, the results obtained through the Monte {u2013} Carlo simulation study are presented in this chapter. Finally, a list of references and appendices of tables and graphs are included

Issued also as CD

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