İstatistik Bilim Dalı
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Browsing İstatistik Bilim Dalı by Subject "Autoregressive Model"
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Article Citation - WoS: 0Citation - Scopus: 1Linear contrasts in one-way classification AR(1) model with gamma innovations(Hacettepe Univ, Fac Sci, 2016) Senoglu, Birdal; Bayrak, Ozlem Turker; 56416In this study, the explicit estimators of the model parameters in oneway classification AR(1) model with gamma innovations are derived by using modified maximum likelihood (MML) methodology. We also propose a new test statistic for testing linear contrasts. Monte Carlo simulation results show that the MML estimators have higher efficiencies than the traditional least squares (LS) estimators and the proposed test has much better power and robustness properties than the normal theory test.