أنموذج الانحدار الذاتي بوجود متغير خارجي (ARX)
                                                        
                                                                                                            
                                                            الكشف عن القيم الشاذة
                                                        
                                                                                                            
                                                            طريقة المربعات الصغرى الاعتيادية (OLS)
                                                        
                                                                                                            
                                                            طريقة المتغيرات المساعدة ذات الخطوات الاربعة (4SIV)
                                                        
                                                                                                            
                                                            طريقة المربعات الصغرى الموزونة ذات المرحلتين (2SWLS)
                                                        
                                                                                                            
                                                            طريقة المربعات الصغرى المشذبة (LTS)
                                                        
                                                                                                            
                                                            مقدرات التباينات الذاتية للبواقي(RA).
                                                        
                                                                                                                                                                                                                                                                                                            
                                                            (ARX)
                                                        
                                                                                                            
                                                            The Outliers Detection
                                                        
                                                                                                            
                                                            Ordinary Least Squares Method
                                                        
                                                                                                            
                                                            Four-Step Instrumental Variables Method
                                                        
                                                                                                            
                                                            Two-Stage Weighted Least Squares Method
                                                        
                                                                                                            
                                                            Least Trimmed Squares Method
                                                        
                                                                                                            
                                                            Residual Auto-covariances Estimators.
                                                        
                                                                                                                                                                                         
                                                                        
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Abstract:
The models of time series often suffer from the problem of the existence of outliers that accompany the data collection process for many reasons, their existence may have a significant impact on the estimation of the parameters of the studied model. Access to highly efficient estimators  is one of the most important stages of statistical analysis, And it is therefore important to choose the appropriate methods to obtain good  estimators. The aim of this research is to compare the ordinary estimators and the robust estimators of the estimation of the parameters of
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