(2007). Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Univariate Mixed Model with Low Order. , 13(47), 265-283.
. "Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Univariate Mixed Model with Low Order". , 13, 47, 2007, 265-283.
(2007). 'Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Univariate Mixed Model with Low Order', , 13(47), pp. 265-283.
Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Univariate Mixed Model with Low Order. , 2007; 13(47): 265-283.

Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Univariate Mixed Model with Low Order

journal of Economics And Administrative Sciences/ University of baghdad
Article 1, Volume 13, Issue 47, 2007, Pages 265-283
Abstract
A condense study was done to compare between the ordinary estimators. In particular the maximum likelihood estimator and the robust estimator, to estimate the parameters of the mixed model of order one, namely ARMA(1,1) model.
Simulation study was done for a varieties the model. using: small, moderate and large sample sizes, were some new results were obtained. MAPE was used as a statistical criterion for comparison.
Keywords
Ordinary Method; Robust Method to estimate
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