WEIGHTED SYMMETRIC ESTIMATORS OF AUTOREGRESSIVE MODELS

DOI10.17654/ADASNOV2015_145_152zbMath1359.62513OpenAlexW2518751567MaRDI QIDQ2795818

Ahmed A. El-Sheikh, Mohamed Khalifa Ahmed Issa, Sayed Mesheal El-Sayed

Publication date: 22 March 2016

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/9495.htm

zbMATH Keywords

time seriesautoregressive modelsunbiasednessAR(1) modelAR(2) modelweighted symmetric method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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