000			02658cam a2200337 a 4500
003			EG-GiCUC
005			20250223031458.0
008			160424s2015 ua f m 000 0 eng d
040			_aEG-GiCUC _beng _cEG-GiCUC
041	0		_aeng
049			_aDeposite
097			_aM.Sc
099			_aCai01.03.01.M.Sc.2015.Su.B
100	0		_aSuzan Ahmed Abdelaziz
245	1	0	_aBayesian estimation of seasonal time series : _bA comparative study / _cSuzan Ahmed Abdelaziz ; Supervised Samir M. Shaarawy , Rasha Elsouda
246	1	5	_aا{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} : _bدار{uئإآ٣}{uئإ٩٤} {uئإإ٣}{uئإؤ٨}{uئإ٨إ}ر{uئإإ٧}{uئإ٩٤}
260			_aCairo : _bSuzan Ahmed Abdelaziz , _c2015
300			_a119 P. ; _c25cm
502			_aThesis (M.Sc.) - Cairo University - Faculty of Economics and Political Science - Department of Statistics
520			_aThis 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
530			_aIssued also as CD
653		4	_aBayesian time series analysis
653		4	_aPosterior analysis
653		4	_aSARMA models
700	0		_aRasha Elsouda , _eSupervisor
700	0		_aSamir Mustafa Shaarawy , _eSupervisor
856			_uhttp://172.23.153.220/th.pdf
905			_aNazla _eRevisor
905			_aSamia _eCataloger
942			_2ddc _cTH
999			_c56152 _d56152