Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Özlem Türker Bayrak"'
Publikováno v:
Communications in Statistics - Simulation and Computation. :1-23
Autor:
Özlem Türker Bayrak, Burcu Aytaçoğlu
Publikováno v:
Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi, Vol 23, Iss 1, Pp 251-262 (2019)
Volume: 23, Issue: 1 251-262
Volume: 23, Issue: 1 251-262
Sonyıllarda, bir ürün veya sürecin kalitesinin tepki ve açıklayıcı değişken(ler)arasındaki ilişkinin fonksiyonu ile ifade edildiği profillerin izlenmesi içinpek çok kalite şeması önerilmiştir. Bu yöntemlerin çoğu Faz II analizle
Autor:
Aysen D. Akkaya, Özlem Türker Bayrak
Publikováno v:
Iranian Journal of Science and Technology, Transactions A: Science. 42:2105-2116
In classical autoregressive models, it is assumed that the disturbances are normally distributed and the exogenous variable is non-stochastic. However, in practice, short-tailed symmetric disturbances occur frequently and exogenous variable is actual
Autor:
Burcu Aytaçoğlu, Özlem Türker Bayrak
Publikováno v:
Quality and Reliability Engineering International.
Publikováno v:
Proceedings of the 2019 2nd International Conference on Mathematics and Statistics.
In this paper, we consider the autoregressive models where the error term is non-normal; specifically belongs to a long-tailed symmetric distribution family since it is more relevant in practice than the normal distribution. It is known that least sq
Publikováno v:
Pamukkale University Journal of Social Sciences Institute.
Bu calismada, kuresel krizleri ongorebilmek ve dolayisiyla karar alicilar tarafindan onleyici aksiyonlar alinabilmesi amaciyla erken uyari sistemi olusturmak uzere dogrusal profil icin kontrol semalari adapte edilmistir. Bu dogrultuda, gayri safi yur
Autor:
Özlem Türker Bayrak, Aysen D. Akkaya
Publikováno v:
Time Series Analysis and Forecasting ISBN: 9783319969435
In recent years, it is seen in many time series applications that innovations are non-normal. In this situation, it is known that the least squares (LS) estimators are neither efficient nor robust and maximum likelihood (ML) estimators can only be ob
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::37201d37ebb0ab9c1ffcd90b6b5dc14b
https://doi.org/10.1007/978-3-319-96944-2_4
https://doi.org/10.1007/978-3-319-96944-2_4
Autor:
Birdal Şenoğlu, Özlem Türker Bayrak
Publikováno v:
Hacettepe Journal of Mathematics and Statistics. 5
In this study, the explicit estimators of the model parameters in oneway classification AR(1) model with gamma innovations are derived by using modified maximum likelihood (MML) methodology. We also propose a new test statistic for testing linear con
Autor:
Ebru Yüksel, Özlem Türker Bayrak
Publikováno v:
Procedia - Social and Behavioral Sciences. 62:947-951
In this study, the relation between the cyclical behaviors of stock market indices of industry, service, finance and technology sectors at Istanbul Stock Exchange and gross domestic product of Turkey between the 1998 January and 2011 September, is an
Autor:
Özlem Türker Bayrak, Aysen D. Akkaya
Publikováno v:
Journal of Computational and Applied Mathematics. 233(8):1763-1772
We consider a multiple autoregressive model with non-normal error distributions, the latter being more prevalent in practice than the usually assumed normal distribution. Since the maximum likelihood equations have convergence problems (Puthenpura an