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ROBUST ESTIMATORS OF ARMA(1,1) MODEL (EMPIRICAL STUDY) | ||
| AL-TAQANI | ||
| Article 1, Volume 20, Issue 2, 2007, Pages 0-0 | ||
| Abstract | ||
| This research aimes to achieve robust estimation for ARMA(1,1) model in time series from the study of some robust methods and classical methods , through using simulation technique to compare the studied methods . This study has achieved positive results, most important of which that the traditional Least Square method (LS) is efficient in the case of absence of outliers , but if outliers exist , the best robust method was (RAMB) . | ||
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