Browsing Mühendislik Fakültesi by Author "Dener Akkaya, Ayşen"

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Autoregressive Models With Stochastic Design Variables and Nonnormal İnnovations

Türker Bayrak, Özlem; Dener Akkaya, Ayşen (2011)

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 ...
Estimating parameters of a multiple aoutoregressive model by the modified maximum likelihood method

Türker Bayrak, Özlem; Dener Akkaya, Ayşen (Elsevier Science, 2010-02)

Abstract: We consider a multiple autoregressive model with non-normal error distributions, the latter being more prevalent in practice than the usually assumed normal distribution. Since the maximum likelihood equations ...

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