Estimation in periodic restricted EXPAR(1) models. Issue 10 (26th November 2018)

• Record Type: Journal Article
• Authors: Merzougui, M.
• Is Part Of: Communications in statistics. Volume 47:Issue 10(2018)
• Page Start: 2819
• Page End: 2828
• Publication Date: 2018-11-26
• Subjects: Least-square estimation -- Nonlinear time series -- Periodically correlated process -- Periodic restricted exponential autoregressive model.; 62F12 -- 62M10; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2017.1361975
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: This article is devoted to study the problem of estimation in the periodic restricted exponential autoregressive EXPAR(1) models. The estimation procedure that is used is the least-square method. Simulation studies are carried out in order to check the asymptotic properties. An application to monthly flow data for the Fraser River in British Columbia is included.