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Statistical Inference in Autoregressive Models


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  • Product Description

In this book,an attempt has been made by developing some inferential methods for autoregressive models by using Internally studentized residuals.In the Applied regression analysis, the autoregressive models, moving average models and combined autoregressive and moving average models have a wide number applications. The study on autoregressive process/models is considered to be essential to both the theoretical and applied statisticians.The first order and higher order autoregressive models for regressed variable and errors have been described by giving auto covariance functions.Further,an autoregressive dynamic model without constant term has been specified and in the presence of lagged dependent variable, a modified durbin’s h-statistic for testing the hypthesis of no auto correlation has been developed for first order autoregressive error process, Instrumental variable method of estimation has been proposed to estimate the parameters of first order autoregressive errors model with lagged dependent variable as regressor and hence obtained estimates for autocorrelation co-efficients based an Internally studentized residuals.

Product Specifications
SKU :COC68023
AuthorB. Ramanjineyulu,Balasiddamuni Pagadala and G.Mokesh Rayalu
Number of Pages260
Publishing Year2013-08-01T00:00:00.000
Edition1 st
Book TypeStochastics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-08 00:00:00
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