research centers


Search results: Found 1

Listing 1 - 1 of 1
Sort by

Article
A COMPARATIVE STUDY OF BOOTSTRAP AR(1) PARAMETER ESTIMATIONS

Author: Dr. Tahir Reisan Dikheel
Journal: Al Kut Journal of Economics Administrative Sciences مجلة الكوت للعلوم الاقتصادية والادارية ISSN: 1999558X Year: 2014 Volume: 1 Issue: 13 Pages: 254-265
Publisher: Wassit University جامعة واسط

Loading...
Loading...
Abstract

ABSTRACTIts well-known that the target of all statisticians is to get accurate statistical inference. Bootstrap methods are more widely applicable than other re-sampling procedures to measure the statistical accuracy for parameter estimators. Efron in 1979 was introduce bootstrap for estimating sampling distributions based on a finite sample of i.i.d. observations(4). The assumption of i.i.d is violated when the observations are serially correlated. To overcome this problem, several solutions are introduced. In this paper, we compare between MLE and the bootstrap procedures in case of strictly stationary autoregressive model. Theil U statistic is used as a criterion to make the comparison. Some real data are studied furthermore the simulation. Keywords: AR(p), MLE, Bootstrap, Bootstrap residuals, Theil U statistic.

Listing 1 - 1 of 1
Sort by
Narrow your search

Resource type

article (1)


Language

English (1)


Year
From To Submit

2014 (1)