Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Univariate Mixed Model with Low Order
DOI:
https://doi.org/10.33095/jeas.v13i47.1184Keywords:
مقارنة بين المقدرات الاعتيادية والحصينة لنماذج السلاسل الزمنية المختلطة احادية المتغيرات من الرتب الدنيا, Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Univariate Mixed Model with Low OrderAbstract
A condense study was done to compare between the ordinary estimators. In particular the maximum likelihood estimator and the robust estimator, to estimate the parameters of the mixed model of order one, namely ARMA(1,1) model.
Simulation study was done for a varieties the model. using: small, moderate and large sample sizes, were some new results were obtained. MAPE was used as a statistical criterion for comparison.
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