Advances and Applications in Statistics
Volume 50, Issue 3, Pages 191 - 199
(March 2017) http://dx.doi.org/10.17654/AS050030191 |
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A CLOSED FORM OF BIASED MODEL
Sayed Mesheal El-Sayed, Ahmed Amin El-Sheikh, Mohamed Khalifa Ahmed Issa and Hadia Faried Mohamed Ahmed Azmy
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Abstract: A closed form of the bias of the parameter of model is obtained using unconditional maximum likelihood method (U-ML) which is considered as an extension of Box and Jenkins [3]. Moreover, the consistency of the estimated parameter has been proved. |
Keywords and phrases: time series - first order autoregressive, unconditional maximum likelihood, linearity, unbiasedness, consistency. |
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