Document Details

Document Type : Thesis 
Document Title :
Additions whale predict Albaezi and their applications in parametric estimation of some functions probability density function
التحليل إلاحصائي لبعض نماذج من المتسلسلات
 
Subject : Additions whale predict Albaezi and their applications in parametric estimation of some functions probability density function 
Document Language : English 
Abstract : المستخلص انجليزي Various statistical and mathematical methods have been developed over period of many years for studying and analyzing time series. Many of these methods have been developed to estimate the smooth trend function supposedly underlying the series. In recent years.however.considerable. attention has been given and a great mass of work has been published on the estimation of the spectra of stationary time series. The work ofDaniel.Bartlett and Tukey (before.1950)on the estimation of spectra was concerned with the modification of period gram analysis to produce was consistent estimates of the spectral density function. however. they have used their spectral windows in estimating the spectral density function without mentioning the choice of the truncation point. This aspect of the analysis was studied by many authors. in the late fifties who discussed the practical situation of designing aspectral analysis so that the estimates satisfy certain specified conditions. Recently. Many research workers have discussed further aspects of the design relation concerning the various parameters involved in the estimation of spectra. In the present work. Estimates of the spectral density function which have been proposed by well known statisticians have been treated and applied on artificial processes generated from linear models (AR.MA and ARMA processes).the estimates have been treated from two points of views:(1) choice of the truncation point of the spectral window according to some design relations. And compare the relative mean square error of the different estimates. (2) chose some values for the truncation point of the spectral estimate for all series and then decide on that value of m which makes the estimate reveals the over all shape of the true spectra. This thesis consists of four chapters: CHAPTER ONE. is a general introduction to the basic theory of stationary processes. CHAPTER TWO. Contains a general review on linear models of stationary stochastic processes specially for the stochastic processes represented in the well known models of autoregressive. Moving average and mixed autoregressive-moving average stochastic processes. CHAPTER THREE. contains a general introduction on the estimation of spectra and some important spectral windows together with the design relations for choosing the window parameters. CHAPTER FOUR. contains the estimates of the non normalized spectral density function for different artificial time series generated from know models. All the numerical calculations have been carried out on the computer. 
Supervisor : DR.NEAMA 
Thesis Type : Master Thesis 
Publishing Year : 1404 AH
1984 AD 
Added Date : Sunday, February 1, 2015 

Researchers

Researcher Name (Arabic)Researcher Name (English)Researcher TypeDr GradeEmail
جواهر عبدالرحمن باصبرينBASABRAIN, JAWAHER ABDULRAHMANInvestigatorMaster 

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