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Synopsis
In this book,an attempt has been made by developing some inferential methods for autoregressive models by using Internally studentized residuals.In the Applied regression analysis, the autoregressive models, moving average models and combined autoregressive and moving average models have a wide number applications. The study on autoregressive process/models is considered to be essential to both the theoretical and applied statisticians.The first order and higher order autoregressive models for regressed variable and errors have been described by giving auto covariance functions.Further,an autoregressive dynamic model without constant term has been specified and in the presence of lagged dependent variable, a modified durbin’s h-statistic for testing the hypthesis of no auto correlation has been developed for first order autoregressive error process, Instrumental variable method of estimation has been proposed to estimate the parameters of first order autoregressive errors model with lagged dependent variable as regressor and hence obtained estimates for autocorrelation co-efficients based an Internally studentized residuals.
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About the Author
Mr. Bandi. Ramanjineyulu Working as a Business Analyst in Tata Consultancy Services at Bangalore, Karnataka, INDIA.He has 2 Years of Analytics Experience and 1 year of teaching experience. He has published 3 papers in National/ International Journals and 6 Research Papers were presented at National/International Seminar/Conferences.
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Statistical Inference in Autoregressive Models
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ISBN 10: 3659389803
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this book,an attempt has been made by developing some inferential methods for autoregressive models by using Internally studentized residuals.In the Applied regression analysis, the autoregressive models, moving average models and combined autoregressive and moving average models have a wide number applications. The study on autoregressive process/models is considered to be essential to both the theoretical and applied statisticians.The first order and higher order autoregressive models for regressed variable and errors have been described by giving auto covariance functions.Further,an autoregressive dynamic model without constant term has been specified and in the presence of lagged dependent variable, a modified durbin's h-statistic for testing the hypthesis of no auto correlation has been developed for first order autoregressive error process, Instrumental variable method of estimation has been proposed to estimate the parameters of first order autoregressive errors model with lagged dependent variable as regressor and hence obtained estimates for autocorrelation co-efficients based an Internally studentized residuals. 260 pp. Englisch. Seller Inventory # 9783659389801
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Statistical Inference in Autoregressive Models
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Ramanjineyulu B.Mr. Bandi. Ramanjineyulu Working as a Business Analyst in Tata Consultancy Services at Bangalore, Karnataka, INDIA.He has 2 Years of Analytics Experience and 1 year of teaching experience. He has published 3 papers in. Seller Inventory # 5153041
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Statistical Inference in Autoregressive Models
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Statistical Inference in Autoregressive Models
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Statistical Inference in Autoregressive Models | Estimation of Autoregressive Models
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Taschenbuch. Condition: Neu. Statistical Inference in Autoregressive Models | Estimation of Autoregressive Models | B. Ramanjineyulu (u. a.) | Taschenbuch | 260 S. | Englisch | 2013 | LAP LAMBERT Academic Publishing | EAN 9783659389801 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. Seller Inventory # 105711578
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Statistical Inference in Autoregressive Models
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ISBN 10: 3659389803
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In this book,an attempt has been made by developing some inferential methods for autoregressive models by using Internally studentized residuals.In the Applied regression analysis, the autoregressive models, moving average models and combined autoregressive and moving average models have a wide number applications. The study on autoregressive process/models is considered to be essential to both the theoretical and applied statisticians.The first order and higher order autoregressive models for regressed variable and errors have been described by giving auto covariance functions.Further,an autoregressive dynamic model without constant term has been specified and in the presence of lagged dependent variable, a modified durbin's h-statistic for testing the hypthesis of no auto correlation has been developed for first order autoregressive error process, Instrumental variable method of estimation has been proposed to estimate the parameters of first order autoregressive errors model with lagged dependent variable as regressor and hence obtained estimates for autocorrelation co-efficients based an Internally studentized residuals.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 260 pp. Englisch. Seller Inventory # 9783659389801
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Statistical Inference in Autoregressive Models : Estimation of Autoregressive Models
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LAP LAMBERT Academic Publishing, 2013
ISBN 10: 3659389803
ISBN 13: 9783659389801
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In this book,an attempt has been made by developing some inferential methods for autoregressive models by using Internally studentized residuals.In the Applied regression analysis, the autoregressive models, moving average models and combined autoregressive and moving average models have a wide number applications. The study on autoregressive process/models is considered to be essential to both the theoretical and applied statisticians.The first order and higher order autoregressive models for regressed variable and errors have been described by giving auto covariance functions.Further,an autoregressive dynamic model without constant term has been specified and in the presence of lagged dependent variable, a modified durbin's h-statistic for testing the hypthesis of no auto correlation has been developed for first order autoregressive error process, Instrumental variable method of estimation has been proposed to estimate the parameters of first order autoregressive errors model with lagged dependent variable as regressor and hence obtained estimates for autocorrelation co-efficients based an Internally studentized residuals. Seller Inventory # 9783659389801
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Statistical Inference in Autoregressive Models
Published by
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ISBN 10: 3659389803
ISBN 13: 9783659389801
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