000			02264cam a2200337 a 4500
003			EG-GiCUC
005			20250223032010.0
008			180528s2017 ua d f m 000 0 eng d
040			_aEG-GiCUC _beng _cEG-GiCUC
041	0		_aeng
049			_aDeposite
097			_aM.Sc
099			_aCai01.18.04.M.Sc.2017.As.C
100	0		_aAsmaa Mustafa Abdallah
245	1	2	_aA comparative study for estimation methods for moving average models with application / _cAsmaa Mustafa Abdallah ; Supervised Ahmed Amin Elsheikh , Enas Gawdat Mahmoud
246	1	5	_aدراسة مقارنة لطرق الحقدير لنماذج المتوسطات المتحركة مع التطبيق
260			_aCairo : _bAsmaa Mustafa Abdallah , _c2017
300			_a125 leaves : _bcharts ; _c30cm
502			_aThesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics
520			_aThe 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
530			_aIssued also as CD
653		4	_aAutocorrelation Function
653		4	_aInvertibility
653		4	_aStationary
700	0		_aAhmed Amin Elsheikh , _eSupervisor
700	0		_aEnas Gawdat Mahmoud , _eSupervisor
856			_uhttp://172.23.153.220/th.pdf
905			_aNazla _eRevisor
905			_aShimaa _eCataloger
942			_2ddc _cTH
999			_c66354 _d66354