Zobrazeno 1 - 9
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pro vyhledávání: '"Iheanyi S. Iwueze"'
Publikováno v:
Communications in Statistics - Simulation and Computation. 49:355-374
It is now a common knowledge that most data that occur in practice violate the assumption of normality. The Student’s t distribution is not only a handy alternative to such a case but also possesse...
Publikováno v:
Journal of Modern Applied Statistical Methods. 15:382-399
This paper presents some tests for seasonality in a time series data which considers the model structure and the nature of trending curve. The tests were applied to the row variances of the Buys Ballot table. The Student t-test and Wilcoxon Signed-Ra
Publikováno v:
Bulletin of Mathematical Sciences and Applications. 17:57-74
This study examines the discrete wavelet transform as a transformation technique in the analysis of non-stationary time series while comparing it with power transformation. A test for constant variance and choice of appropriate transformation is made
Publikováno v:
Applied Mathematics. :633-645
Uses of the Buys-Ballot table for choice of appropriate transformation (using the Bartlett technique), assessment of trend and seasonal components and choice of model for time series decomposition are discussed in this paper. Uses discussed are illus
Publikováno v:
Asian Journal of Mathematics & Statistics. 1:80-89
Autor:
Iheanyi S. Iwueze, A. C. Akpanta
Publikováno v:
Journal of Applied Sciences. 7:2414-2422
Autor:
Iheanyi S. Iwueze, Ohakwe Johnson
Publikováno v:
Braz. J. Probab. Stat. 25, no. 1 (2011), 90-98
The covariance structure among other properties of the square of the purely diagonal bilinear time series model is obtained. The time series properties of these squares are compared with those of the linear moving average time series model. It was di
Autor:
Eleazar C. Nwogu, Iheanyi S. Iwueze
Publikováno v:
Journal of the Nigerian Association of Mathematical Physics; Vol 9 (2005); 357-366
The Buys-Ballot estimation procedure for time series decomposition when trend-cycle component is either exponential, modified exponential, Gompertz or logistic is discussed in this paper. Estimates are derived for the additive and multiplicative mode
Autor:
Iheanyi S. Iwueze, Eleazar C. Nwogu
Publikováno v:
Global Journal of Mathematical Sciences; Vol 3, No 2 (2004); 83-98
An estimation procedure based on the Buys – Ballot (1847) table for time series decomposition is given in this paper. We give two alternative methods called the Chain Base Estimation and Fixed Base Estimation methods. Simulated examples are used to