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Activity Number: 241 - Estimation Challenges and New Approaches
Type: Contributed
Date/Time: Monday, July 29, 2019 : 2:00 PM to 3:50 PM
Sponsor: Business and Economic Statistics Section
Abstract #307334 Presentation
Title: A Least Deviation Estimation Approach for Time Series Models
Author(s): Silvey Shamsi* and Mian Adnan
Companies: and Indiana University
Keywords: Relative Coefficient
Abstract:

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.


Authors who are presenting talks have a * after their name.

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