A comparative study for estimation methods for moving average models with application / Asmaa Mustafa Abdallah ; Supervised Ahmed Amin Elsheikh , Enas Gawdat Mahmoud
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- دراسة مقارنة لطرق الحقدير لنماذج المتوسطات المتحركة مع التطبيق [Added title page title]
- Issued also as CD
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قاعة الرسائل الجامعية - الدور الاول | المكتبة المركزبة الجديدة - جامعة القاهرة | Cai01.18.04.M.Sc.2017.As.C (Browse shelf(Opens below)) | Not for loan | 01010110075110000 | ||
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مخـــزن الرســائل الجـــامعية - البدروم | المكتبة المركزبة الجديدة - جامعة القاهرة | Cai01.18.04.M.Sc.2017.As.C (Browse shelf(Opens below)) | 75110.CD | Not for loan | 01020110075110000 |
Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics
The thesis is a comparative study of the different estimation methods of moving averages models The four main chapters are: A general introduction to the time series, its importance and areas of use, as well as a description of the ARIMA models and how to identify them in addition to the most important definitions and basic concepts As well as a review of previous literature on research under study And some of the estimation methods for the parameters of the moving average models. These methods have been classified into traditional estimation methods (non-Bayesian methods) and Bayesian estimation method. The Bayesian method has advantage over the non Bayesian that it has previous information on the model parameters represented in the prior distribution. It also dealt with a simulated study to compare some of the different methods in estimating the model of moving averages of the first and second levels and the main results obtained through the study
Issued also as CD
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