02658cam a2200337 a 4500 EG-GiCUC 20250223031458.0 160424s2015 ua f m 000 0 eng d EG-GiCUC eng EG-GiCUC eng Deposite M.Sc Cai01.03.01.M.Sc.2015.Su.B Suzan Ahmed Abdelaziz Bayesian estimation of seasonal time series : A comparative study / Suzan Ahmed Abdelaziz ; Supervised Samir M. Shaarawy , Rasha Elsouda ا{uئإؤئ}{uئإ٩٧}{uئإؤ٨}د{uئإئ٣}ر ا{uئإؤئ}{uئإ٩١}{uئإ٨إ}{uئإئ٣}زى {uئإؤئ}{uئإإ٠}{uئإآ٣}{uئإئأ}{uئإآ٣}{uئإؤؤ} ا{uئإؤئ}ز{uئإإ٣}{uئإإ٧}{uئإئ٣}{uئإ٩٤} ا{uئإؤئ}{uئإإ٣}و{uئإآ٣}{uئإإ٣}{uئإئ٣}{uئإ٩٤} : دار{uئإآ٣}{uئإ٩٤} {uئإإ٣}{uئإؤ٨}{uئإ٨إ}ر{uئإإ٧}{uئإ٩٤} Cairo : Suzan Ahmed Abdelaziz , 2015 119 P. ; 25cm Thesis (M.Sc.) - Cairo University - Faculty of Economics and Political Science - Department of Statistics This study is mainly interested in the estimation of different time series models. The posterior density is the bayesian tools to implement estimation. Three well known approximations are used. The approximations were proposed by (newbold (1973)), (zellner and reynolds (1978)) and (broemeling and shaarawy (1988)), denoted by (N), (Z - R) and (B - S) respectively. Different mixed seasonal time series of different lengths and values of the parameters as well as different goodness criteria are used for illustration. The study applied the three approximations of seasonal ARMA models numerically. All the three approximate posterior densities of the coefficient's vector follow multivariatet distributions with the same degrees of freedom. On the other hand, the three approximate posterior densities of the precision follow gamma distributions whatever the prior be either normal - gamma or Jeffreys'. The study showed that the MAD values of the three approximate posterior densities increases with the increase in the time series length 'n'. The moments of the exact and the three approximate posterior densities are approximately identical Issued also as CD Bayesian time series analysis Posterior analysis SARMA models Rasha Elsouda , Supervisor Samir Mustafa Shaarawy , Supervisor http://172.23.153.220/th.pdf Nazla Revisor Samia Cataloger ddc TH 56152 56152 ddc 0 CUCL cl210 2024-02-11 Cai01.03.01.M.Sc.2015.Su.B 01010110068618000 2023-09-22 00:00:00 TH ddc 0 CUCL cl2u8 2024-02-11 Cai01.03.01.M.Sc.2015.Su.B 01020110068618000 2023-09-22 00:00:00 68618.CD CD