In this paper, the GLS and the ML estimators, the variance-covariance matrix, the unbiasedness for the GLS and the ML estimators of AR (2) model with dependent errors have been proved. A simulation study has been provided for bounded stationary (uncompleted nonstationary) under different conditions (five cases have been provided), for different sample sizes using MSE and Thiel’s U as criteria for comparison.
أحمد, د. محمد أحمد فاروق. (2022). Estimation of AR (2) Model with Dependent Errors for Bounded Stationary and Uncompleted Nonstationary Time Series. مجلة الشروق للعلوم التجارية, 14(14), 145-171. doi: 10.21608/sjcs.2022.225239
MLA
د. محمد أحمد فاروق أحمد. "Estimation of AR (2) Model with Dependent Errors for Bounded Stationary and Uncompleted Nonstationary Time Series", مجلة الشروق للعلوم التجارية, 14, 14, 2022, 145-171. doi: 10.21608/sjcs.2022.225239
HARVARD
أحمد, د. محمد أحمد فاروق. (2022). 'Estimation of AR (2) Model with Dependent Errors for Bounded Stationary and Uncompleted Nonstationary Time Series', مجلة الشروق للعلوم التجارية, 14(14), pp. 145-171. doi: 10.21608/sjcs.2022.225239
VANCOUVER
أحمد, د. محمد أحمد فاروق. Estimation of AR (2) Model with Dependent Errors for Bounded Stationary and Uncompleted Nonstationary Time Series. مجلة الشروق للعلوم التجارية, 2022; 14(14): 145-171. doi: 10.21608/sjcs.2022.225239
)
مشاهدة على SCiNiTO