Activity Number:
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241
- Estimation Challenges and New Approaches
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Type:
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Contributed
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Date/Time:
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Monday, July 29, 2019 : 2:00 PM to 3:50 PM
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Sponsor:
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Business and Economic Statistics Section
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Abstract #307334
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Presentation
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Title:
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A Least Deviation Estimation Approach for Time Series Models
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Author(s):
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Silvey Shamsi* and Mian Adnan
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Companies:
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and Indiana University
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Keywords:
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Relative Coefficient
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Abstract:
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Estimates of the Time Series Models suffer from the exaggeration of the contribution of the extreme observation(s) as well as the outlier(s). Unlike the traditional fitting procedure of Time Series Models based on the least squares estimates, it uses least deviation method for minimizing the total sum of errors. It also suggests some new measures of fit.
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Authors who are presenting talks have a * after their name.
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