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