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. |
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dc.language.iso |
eng |
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dc.rights |
info:eu-repo/semantics/closedAccess |
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dc.subject |
Nonnormality |
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dc.subject |
Modified Maximum Likelihood |
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dc.subject |
Stochastic Design |
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dc.subject |
Robustness |
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dc.title |
Autoregressive Models With Stochastic Design Variables and Nonnormal İnnovations |
tr_TR |
dc.type |
conferenceObject |
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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 |
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dc.contributor.department |
Çankaya Üniversitesi, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü |
tr_TR |