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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4eedd43d2075457e63e1a14fb54b62bc
https://doi.org/10.20546/ijcrbp.2016.307.002
https://doi.org/10.20546/ijcrbp.2016.307.002
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7329d1f0f23915a2bed29ce53e1e5308
https://doi.org/10.1111/1467-9892.00301
https://doi.org/10.1111/1467-9892.00301
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::46a4f919610b79eb8fd4f00ab4a7f40d
https://doi.org/10.1007/s00362-002-0135-6
https://doi.org/10.1007/s00362-002-0135-6
Publikováno v:
IOP Conference Series: Materials Science and Engineering. 251:012080
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4206c567a661005e9db4a97f91f623db
https://doi.org/10.1088/1757-899x/251/1/012080
https://doi.org/10.1088/1757-899x/251/1/012080
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ffebd6c33dec8b5832298530e891346
https://doi.org/10.1080/03610919908813576
https://doi.org/10.1080/03610919908813576
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7e41685b7de218356b7d0932e610a564
https://doi.org/10.1111/j.1467-9892.1995.tb00259.x
https://doi.org/10.1111/j.1467-9892.1995.tb00259.x
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4666ffd1c1f6265850bc037876719e2f
https://doi.org/10.1080/03610919508813233
https://doi.org/10.1080/03610919508813233
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2c521f933944567a973da556a76bfdc4
https://doi.org/10.1006/jmva.1994.1064
https://doi.org/10.1006/jmva.1994.1064
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6e9aed6e870191d380814ab2bd65198a
https://doi.org/10.1080/03610929308831024
https://doi.org/10.1080/03610929308831024