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Autoregressive Models With Stochastic Design Variables and Nonnormal İnnovations

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dc.contributor.author Türker Bayrak, Özlem
dc.contributor.author Dener Akkaya, Ayşen
dc.date.accessioned 2020-05-16T15:34:52Z
dc.date.available 2020-05-16T15:34:52Z
dc.date.issued 2011
dc.identifier.citation Bayrak, O.T.; Akkaya, A.D.,"Autoregressive Models With Stochastic Design Variables and Nonnormal İnnovations",International Conference On Applied Mathematics, Simulation, Modelling - Proceedings, (2011). tr_TR
dc.identifier.issn 17924332
dc.identifier.issn 978-161804016-9
dc.identifier.uri http://hdl.handle.net/20.500.12416/3876
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. tr_TR
dc.language.iso eng tr_TR
dc.rights info:eu-repo/semantics/closedAccess tr_TR
dc.subject Nonnormality tr_TR
dc.subject Modified Maximum Likelihood tr_TR
dc.subject Stochastic Design tr_TR
dc.subject Robustness tr_TR
dc.title Autoregressive Models With Stochastic Design Variables and Nonnormal İnnovations tr_TR
dc.type conferenceObject tr_TR
dc.relation.journal International Conference On Applied Mathematics, Simulation, Modelling - Proceedings tr_TR
dc.contributor.authorID 56416 tr_TR
dc.contributor.authorID 2337 tr_TR
dc.identifier.startpage 197 tr_TR
dc.identifier.endpage 201 tr_TR
dc.contributor.department Çankaya Üniversitesi, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü tr_TR


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