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العنوان
On parameters estimation of time series models with missing observations /
الناشر
Mahmoud Mohamed Abdelwahab Mahmoud ,
المؤلف
Mahmoud Mohamed Abdelwahab Mahmoud
تاريخ النشر
2017
عدد الصفحات
163 Leaves :
الفهرس
Only 14 pages are availabe for public view

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Abstract

This 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