JSM Preliminary Online Program
This is the preliminary program for the 2006 Joint Statistical Meetings in Seattle, Washington.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2006 Program page

Activity Number: 110
Type: Contributed
Date/Time: Monday, August 7, 2006 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistics and the Environment
Abstract - #307310
Title: Robust Estimation for Periodic Autoregressive Time Series
Author(s): Qin Shao*+
Companies: The University of Toledo
Address: Math Department, Mailstop 942, Toledo, OH, 43615,
Keywords: periodically stationary time series ; robust estimators ; estimating equations ; asymptotic relative efficiency ; periodic autoregressive models
Abstract:

A robust estimation procedure for periodic autoregressive time series is introduced. The asymptotic properties and the asymptotic relative efficiency are discussed by the estimating equation approach. The performance of the robust estimators for periodic autoregressive time series models with order one is illustrated by a simulation study. The technique is applied to fitting a model for quarterly streamflow data of the Pecatonica River at Martintown, WI.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2006 program

JSM 2006 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised April, 2006