شماره ركورد كنفرانس :
3140
عنوان مقاله :
On Identification. Of Measurement Error in Autoregressive Time Series Model
عنوان به زبان ديگر :
On Identification. Of Measurement Error in Autoregressive Time Series Model
پديدآورندگان :
Azim Mohseni Majid نويسنده Department of Statisties - Golestan University - Gorgan - Iran , Babanezhad Mfanoochehr نويسنده Department of Statisties - Golestan University - Gorgan - Iran , Ramzani Sakineh نويسنده Department of Statisties - Golestan University - Gorgan - Iran
كليدواژه :
Non-classical model , Measurement error , Autoregr we process
عنوان كنفرانس :
يازدهمين كنفرانس آمار ايران
چكيده لاتين :
In this study, the measurement error in AR (p) time series model is investigated. By using Lagrange Multiplier (LM) test, the critical region for identifying the measurement error is asymptotically characterized in both classical models and non-cla, lones. An explicit relation to evaluate the power of this test is also presented. Through a simulation study for AR (1) we study the behavior of the power with respect to any changes of each parameters in the model.
شماره مدرك كنفرانس :
4219389
