Estimation and outlier detection of random coefficient autoregressive models / Norli Anida binti Abdullah
The class of random coe±cient autoregressive (RCA) models has been con-sidered in many areas of science due to its rich applications. We review two methods of RCA parameter estimation, namely least squares and estimating functions. An iterative method based on the estimating functions is proposed t...
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| Format: | Thesis |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://studentsrepo.um.edu.my/4353/1/NorliAnida_SGR070101_MSc_Statistics.pdf http://studentsrepo.um.edu.my/4353/1/NorliAnida_SGR070101_MSc_Statistics.pdf http://studentsrepo.um.edu.my/4353/ |
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| Institution: | Universiti Malaya |