Autoregressive Models With Stochastic Design Variables and Nonnormal Innovations
| dc.contributor.author | Bayrak, O.T. | |
| dc.contributor.author | Akkaya, A.D. | |
| dc.date.accessioned | 2025-05-13T13:13:16Z | |
| dc.date.available | 2025-05-13T13:13:16Z | |
| dc.date.issued | 2011 | |
| dc.description.abstract | In autoregression models the design variable has traditionally been assumed to be non-stochastic and innovations are normal. In most real life situations, however, the design variable is stochastic having a non-normal distribution as the innovations. Modified maximum likelihood method is utilized to estimate unknown parameters in such situations. Closed form estimators are obtained and shown to be efficient and robust. | en_US |
| dc.identifier.isbn | 9781618040169 | |
| dc.identifier.issn | 1792-4332 | |
| dc.identifier.scopus | 2-s2.0-82055191366 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12416/9876 | |
| dc.language.iso | en | en_US |
| dc.relation.ispartof | International Conference on Applied Mathematics, Simulation, Modelling - Proceedings -- 5th International Conference on Applied Mathematics, Simulation, Modelling, ASM'11 -- 14 July 2011 through 16 July 2011 -- Corfu Island -- 87460 | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Modified Maximum Likelihood | en_US |
| dc.subject | Nonnormality | en_US |
| dc.subject | Robustness | en_US |
| dc.subject | Stochastic Design | en_US |
| dc.title | Autoregressive Models With Stochastic Design Variables and Nonnormal Innovations | en_US |
| dc.type | Conference Object | en_US |
| dspace.entity.type | Publication | |
| gdc.author.scopusid | 34970726800 | |
| gdc.author.scopusid | 6603740998 | |
| gdc.description.department | Çankaya University | en_US |
| gdc.description.departmenttemp | Bayrak O.T., Department of Industrial Engineering, Cankaya University, 06530 Ankara, Turkey; Akkaya A.D., Department of Statistics, Middle East Technical University, 06800 Ankara, Turkey | en_US |
| gdc.description.endpage | 201 | en_US |
| gdc.description.publicationcategory | Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı | en_US |
| gdc.description.scopusquality | N/A | |
| gdc.description.startpage | 197 | en_US |
| gdc.description.wosquality | N/A | |
| gdc.scopus.citedcount | 3 | |
| gdc.virtual.author | Bayrak, Özlem | |
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