Yehia Ahmed Mahmoud  <br/><br/>
On time series analysis for repeated surveys /  
 حول تحليل السلاسل الزمنية للمسوح المتكررة 
Yehia Ahmed Mahmoud ; Supervised Mohamed Ali Ismail , Hend Auda 
 - Cairo :   Yehia Ahmed Mahmoud  ,   2014 
 - 113 P. :   charts ;   25cm 
<br/><br/>Thesis (M.Sc.) - Cairo University - Faculty of Economics and Political Science - Department of Statistics  
<br/><br/> The last survey estimators such as the mean may not be the best estimates for the population mean under study as it ignores the information in previous observations. The time series analysis for repeated surveys tries to borrow information from the previous surveys to improve the accuracy of these estimates. This study reviews the extensive literature for using the time series analysis of repeated surveys starting with Jessen (1942), and Patterson (1950). A simulation study is conducted to assess the efficiency of the time series estimator for repeated surveys compared to the last survey estimators. A unified approach developed by Scott, Smith, and Jones (1977) is used in the simulation as the time series estimator. Various ARMA models were used in the simulation, and different criteria were handled in the comparison. The effect of using misspecified time series models were also introduced 
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<br/><br/><label>Subjects--Index Terms: </label>Kalman filter  State Space  Time series estimators