(2005). Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Bivariate Mixed Model, ARMA(1,1). , 5(1), 1-19. doi: 10.33899/stats.2005.032806
. "Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Bivariate Mixed Model, ARMA(1,1)". , 5, 1, 2005, 1-19. doi: 10.33899/stats.2005.032806
(2005). 'Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Bivariate Mixed Model, ARMA(1,1)', , 5(1), pp. 1-19. doi: 10.33899/stats.2005.032806
Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Bivariate Mixed Model, ARMA(1,1). , 2005; 5(1): 1-19. doi: 10.33899/stats.2005.032806

Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Bivariate Mixed Model, ARMA(1,1)

IRAQI JOURNAL OF STATISTICAL SCIENCES
Article 2, Volume 5, Issue 1, 2005, Pages 1-19    PDF (0 K)
DOI: 10.33899/stats.2005.032806
Abstract
A condensed 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 bivariate mixed model of order one, namely BARMA(1,1).
Simulation experiments were done for varieties of BARMA(1,1), using small, moderate and large sample sizes, where some new results were obtained. MAPE was used as a statistical criterion for comparison.
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