Advances and Applications in Statistics
Volume 47, Issue 2, Pages 145 - 152
(November 2015) http://dx.doi.org/10.17654/ADASNov2015_145_152 |
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WEIGHTED SYMMETRIC ESTIMATORS OF AUTOREGRESSIVE MODELS
Sayed Mesheal El-Sayed, Ahmed Amin El-Sheikh and Mohamed Khalifa Ahmed Issa
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Abstract: In this paper, the estimators of the parameters of AR(2) model with (without) constant term will be derived using weighted symmetric (WS) method of estimation. The linearization and the unbiasedness of the estimated parameter of AR(1) model will be proven which is an extension of Park and Fuller [5]. |
Keywords and phrases: time series, autoregressive models, AR(1) model, AR(2) model, weighted symmetric method, unbiasedness. |
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