TY  - BOOK
AU  - Mahmoud Mohamed Abdelwahab Mahmoud
AU  - Ahmed Amin Elsheikh , 
AU  - Sayed Meshaal Elsayed , 
TI  - On parameters estimation of time series models with missing observations / 
PY  - 2017///
CY  - Cairo : 
PB  - Mahmoud Mohamed Abdelwahab Mahmoud , 
KW  - Estimation methods
KW  - Missing observations
KW  - Time Series
N1  - Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics; Issued also as CD
N2  - 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
UR  - http://172.23.153.220/th.pdf
ER  -