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.
...Show More Authors
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
...
Show More