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| 003 | EG-GiCUC | ||
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| 008 | 171221s2017 ua d f m 000 0 eng d | ||
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_aEG-GiCUC _beng _cEG-GiCUC |
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| 041 | 0 | _aeng | |
| 049 | _aDeposite | ||
| 097 | _aM.Sc | ||
| 099 | _aCai01.18.04.M.Sc.2017.Ma.O | ||
| 100 | 0 | _aMahmoud Mohamed Abdelwahab Mahmoud | |
| 245 | 1 | 0 |
_aOn parameters estimation of time series models with missing observations / _cMahmoud Mohamed Abdelwahab Mahmoud ; Supervised Sayed Meshaal Elsayed , Ahmed Amin Elsheikh |
| 246 | 1 | 5 | _aتقدير معالم نماذج السلاسل الزمنية في وجود قيم مفقودة |
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_aCairo : _bMahmoud Mohamed Abdelwahab Mahmoud , _c2017 |
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_a163 Leaves : _bcharts ; _c30cm |
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| 502 | _aThesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics | ||
| 520 | _aThis 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 | ||
| 530 | _aIssued also as CD | ||
| 653 | 4 | _aEstimation methods | |
| 653 | 4 | _aMissing observations | |
| 653 | 4 | _aTime Series | |
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_aAhmed Amin Elsheikh , _eSupervisor |
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| 700 | 0 |
_aSayed Meshaal Elsayed , _eSupervisor |
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| 856 | _uhttp://172.23.153.220/th.pdf | ||
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_aEnas _eCataloger |
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_aNazla _eRevisor |
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