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Determine the Best Models for Time Series by using a New Suggested Technique
The proposed method relies on a technique to choose the best model by giving values for the ranks of the model ARMA (p, q), where (p, q) are given the values 0, 1, 2. Every time (ACF) and (PACF) for the series of estimated errors {at} are tested ، and the model which satisfies the two inequalities (7) ...
Bootstrap Procedure for Correlation Model of Random Design Under Strong Dependence
This paper investigates the validity of a bootstrap least square estimate of a polynomial correlation model whose error terms are an autoregressive fractionally integrated moving average ARFIMA (p,d,q) strongly dependent time series. For an (r + 1)*1 vector B of unknown parameters, ^Ba an ...
Comparison of Methods for Estimating the Parameters of the Fréchet Distribution using Monte-Carlo Simulation
This study aims to compare the performance of five different methods for estimating the parameters of the Frechet distribution: Maximum Likelihood Estimation (MLE), Method of Moments Estimation (MME), Least Squares Estimation (LSE), Percentile Estimation (PE), and Moments-L Estimation (ME-L). The Frechet ...