Mahmoud Mohamed Abdelwahab Mahmoud <br/><br/>
On parameters estimation of time series models with missing observations /  
 تقدير معالم نماذج السلاسل الزمنية في وجود قيم مفقودة 
Mahmoud Mohamed Abdelwahab Mahmoud ; Supervised Sayed Meshaal Elsayed , Ahmed Amin Elsheikh  
 - Cairo :   Mahmoud Mohamed Abdelwahab Mahmoud ,   2017 
 - 163 Leaves :   charts ;   30cm 
<br/><br/>Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics 
<br/><br/> 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  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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<br/><br/><label>Subjects--Index Terms: </label>Estimation methods Missing observations Time Series