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.
Downloads
Published
Issue
Section
License
Articles submitted to the journal should not have been published before in their current or substantially similar form, or be under consideration for publication with another journal. Please see JEAS originality guidelines for details. Use this in conjunction with the points below about references, before submission i.e. always attribute clearly using either indented text or quote marks as well as making use of the preferred Harvard style of formatting. Authors submitting articles for publication warrant that the work is not an infringement of any existing copyright and will indemnify the publisher against any breach of such warranty. For ease of dissemination and to ensure proper policing of use, papers and contributions become the legal copyright of the publisher unless otherwise agreed.
The editor may make use of Turnitin software for checking the originality of submissions received.
How to Cite
How to use the OJS system 
