Inference for autoregressive and moving average models with extreme value distribution via simulation study

Inference for autoregressive and moving average models with extreme value distribution via simulation study

Time series analysis has emerged as one of the most important statistical discipline and it has been applied in different fields over the years. Literature reviews show that independent identical distributed Gaussian random variables is not suitable for modelling extreme events. We evaluate the impa...

Saved in:

書目詳細資料
主要作者:	Samuel, Bako Sunday
格式:	Thesis
語言:	English
出版:	2015
主題:	Autoregression (Statistics) Time-series analysis Estimation theory
在線閱讀:	http://psasir.upm.edu.my/id/eprint/57064/1/FS%202015%205RR.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

A simulation study on order determination of ARMA models /
由: Chandrabalan, Kanagasabai
出版: (1981)

Estimation and outlier detection of random coefficient autoregressive models /
由: Norli Anida Abdullah
出版: (2009)

Probabilistic properties and statistical inference for a family of generalised and related distributions /
由: Liew, Kian Wah

Inferences for integer-valued time series models /
由: Nurul Najihah Mohamad
出版: (2017)

Statistical inference for discrete distributions under parameter orthogonality and model misspecification /
由: Chua, Kuan Chin
出版: (2009)

A study on unit root testing /
由: Tung, Siew Hoong
出版: (1990)

Properties of selected garma models and their estimation procedures
由: Ramiah Pillai, Thulasyammal
出版: (2012)

Properties and Estimation Fractionally Integrated Spatial Models and Non-Negative Integer-Valued Autoregressive Spatial Models
由: Ghodsi, Ali Reza
出版: (2011)

The Estimation of missing values in time series using the combination of forecasts approach /
由: Rasimah Aripin
出版: (1994)

Multi-step time series prediction using recurrent kernel online sequential extreme learning machine /
由: Liu, Zongying
出版: (2019)

Time - based ambulance zoning optimization (TAZ_OPT): a goal programming model for ambulance location and allocation / Zati Aqmar Zaharudin
由: Zaharudin, Zati Aqmar
出版: (2011)

Some conditions of the second-order spatial unilateral autoregressive moving average model and model parameters estimation for data with missing observations
由: Abdullah, Saidatulnisa
出版: (2013)

Semiparametric inference procedure for the accelarated failure time model with interval-censored data
由: Karimi, Mostafa
出版: (2019)

Penganggaran data tak lengkap siri masa ekonomi selang tak seragam dengan kaedah Benchmark
由: Phang, Chee Tat
出版: (1994)

Forecasting of pharmaceutical products using arima model and exponential smoothing / Nur Hayatul Afza Mohamed Fishal
由: Mohamed Fishal, Nur Hayatul Afza
出版: (2021)

A study to forecast tourist flow into Peninsular Malaysia using time series modelling techniques /
由: Tan, Ka Eng
出版: (1986)

Support vector machines based methods for time series forecasting /
由: Cao, Lijuan
出版: (2002)

Parameter Estimation of K-Distributed Clutter Based on Fuzzy Inference and Gustafson-Kessel Clustering
由: Davari, Atefeh
出版: (2008)

Forecasting river discharge using autoregressive integrated moving-average model
由: Idris, Arifah Najwa Laila
出版: (2014)

A new hybrid method of intuitionistic fuzzy inference system for improving the performance of time series forecasting model
由: Herrini Mohd Pauzi

Estimation of parameters and analysis of missing values in linear structural relationship model /
由: Al Mamun, Abu Sayed Md
出版: (2014)

Dynamic index numbers and univariate time series analysis of residential property prices /
由: Yu, Lai Boon
出版: (1991)

Detecting additive and innovational outliers in BL(p,0,1,1) process /
由: Mohd Isfahani Ismail
出版: (2009)

Statistical modelling and inference for a class of bivariate and related distributions /
由: Ng, Choung Min
出版: (2010)

Some Aspects of the Spatial Unilateral Autoregressive Moving Average Model for Regular Grid Data
由: Awang, Norhashidah
出版: (2005)

Magnetic resonance image reconstruction using 2D autoregressive moving average model /
由: Athaur Rahman bin Najeeb
出版: (2008)

Modified boxplot and stairboxplot for generalized extreme value distribution
由: Babura, Babangida Ibrahim
出版: (2017)

Development of simultaneous linear circular functional relationship model and analysis of missing values /
由: Siti Fatimah Hassan
出版: (2010)

An empirical evaluation of different estimation techniques of cointegrating vectors /
由: Tan, Khay Boon
出版: (1995)

Comparison between box-jenkins and fuzzy time series to predict crude palm oil production / Nurul Najiehah Azamil
由: Azamil, Nurul Najiehah
出版: (2021)

Comparison between fuzzy time series [FTS] model and double exponential smoothing [DES] model in predicting the number of road traffic accidents / Bibi Nurul Idora Khairul Albar
由: Khairul Albar, Bibi Nurul Idora
出版: (2021)

The Johansen cointegration technique and spot and forward rate hypothesis /
由: Luo, Jianhui
出版: (1997)

Surface electromyography classification of hand motions using time domain features for real time application
由: Ahmad Nadzri, Ahmad Akmal
出版: (2016)

Studies on time series properties of forward discount in foreign exchange market /
由: Aidil Rizal Shahrin
出版: (2015)

Parameter-driven count time series models /
由: Nawwal Ahmad Bukhari
出版: (2018)

The Nature of trends in Malaysian macroeconomic time series /
由: Amirullah bin Tan
出版: (1989)

Forecasting methods : a comparative study alternative classes (types) of time series models /
由: Ng, Lucas Courvoisier
出版: (1993)

Statistical Inference on the Modified Gumbel Distribution Parameters
由: Hurairah, Ahmed Ali Omar
出版: (2006)

A new generalization of the logarithmic distribution /
由: Khang, Tsung Fei
出版: (2004)

Influence of surface electromyography electrode placement on signal accuracy at forearm muscles during wrist movements
由: Zadeh, Hossein Ghapanchi
出版: (2016)

Services hosted by the Perpustakaan Sultan Abdul Samad, Universiti Putra Malaysia with Cooperation MySyL Group