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Abstrakty
The first-order autoregressive model with uniform innovations is considered. In this paper, we propose a family of BAYES estimators based on a class of prior distributions. We obtain estimators of the parameter which perform better than the maximum likelihood estimator.
Kategorie tematyczne
Rocznik
Tom
Numer
Strony
71-75
Opis fizyczny
Daty
wydano
2005
otrzymano
2004-03-13
Twórcy
autor
- Department of Mathematics, Faculty of Sciences, University of Tizi Ouzou, Tizi-Ouzou 15000, Algeria
autor
- Department of Mathematics, Faculty of Sciences, University of Tizi Ouzou, Tizi-Ouzou 15000, Algeria
Bibliografia
- [1] C.B. Bell and E.P. Smith, Inference for non-negative autoregressive shemes, Communication in statistics, Theory and Methods 15 (8) (1986), 2267-2293.
- [2] M.A. Amaral Turkmann, Bayesian analysis of an autoregressive process with exponential white noise, Statistics 4 (1990), 601-608.
- [3] M. Ibazizen and H. Fellag, Bayesian estimation of an AR(1) process with exponential white noise, Statistics 37 (5) (2003), 365-372.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1061