Zobrazeno 1 - 10
of 20
pro vyhledávání: '"M A Salau"'
Publikováno v:
International Journal of Current Research in Biosciences and Plant Biology. 3:4-10
Publikováno v:
Journal of Time Series Analysis. 24:165-172
Two multistage methods for estimating scalar ARMA models are investigated. Both estimate innovations using an autoregression; these are used to obtain initial ARMA parameter estimates by regression and finally the initial estimates are refined by gen
Autor:
M. O. Salau
Publikováno v:
Statistical Papers. 44:89-105
This paper investigates, by means of Monte Carlo simulation, the effects of different choices of order for autoregressive approximation on the fully efficient parameter estimates for autoregressive moving average models. Four order selection criteria
Publikováno v:
IOP Conference Series: Materials Science and Engineering. 251:012080
Autor:
M. O. Salau
Publikováno v:
Communications in Statistics - Simulation and Computation. 28:743-766
This paper is concerned with the development of a fast and efficient procedure for evaluating the asymptotic varianc:e-c.((variance matrix of least squares estimators with respect to stationary and invertible vector autoregressive moving average mode
Autor:
M. O. Salau, Donald Poskitt
Publikováno v:
Journal of Time Series Analysis. 16:617-645
This paper investigates theoretical aspects of the relationship between the generalized least squares and Gaussian estimation schemes for vector autoregressive moving-average models. The asymptotic convergence of the generalized least squares estimat
Autor:
M. O. Salau
Publikováno v:
Communications in Statistics - Simulation and Computation. 24:111-130
This paper provides a formal justification for using the generalized least squares procedure to estimate scalar autoregressive moving average models and also suggests an alternative numerical method for evaluating the generalized least squares estima
Autor:
M. O. Salau, Donald Poskitt
Publikováno v:
Journal of Multivariate Analysis. 51:294-317
This paper is concerned with the asymptotic relative efficiency of the Gaussian and least squares estimators when employed to estimate the parameters of vector ARMA models presented in echelon canonical form. The relative efficiency is assessed via t
Autor:
Donald Poskitt, M. O. Salau
Publikováno v:
Communications in Statistics - Theory and Methods. 22:347-367
A method for generating a miniphase and inveitible spectral factor from an unstable v × v full rank polynomial matrix is proposed. The zeros inside the unit circle are reflected through the boundary |z|=1 using closed form algebraic manipulations. A