Properties of the sample variance in samples from a generalised autoregressive scheme
| dc.contributor.author | Thomas, E J | |
| dc.date.accessioned | 2019-04-10T05:08:47Z | |
| dc.date.available | 2019-04-10T05:08:47Z | |
| dc.date.issued | 1978 | |
| dc.description.abstract | An attempt is made to study the properties of the sample variance in samples from a generalised autoregressive scheme, by computing the moments. Eventhough the expressions are lengthy, the moments can be derived. For the simple particular case xt = et -j- a.et , the moments have been worked out. The exact distribution has not been derived, but the large sample approximation is found to be normal with mean S2 (1 + a2) and variance (2/n) (a4 + 8a2 -f2).S4 When a ^ 0, s2 is a biased of S2. | en_US |
| dc.identifier.citation | Agricultural Research Journal of Kerala, 16(1), 24-27. | en_US |
| dc.identifier.uri | http://hdl.handle.net/123456789/4572 | |
| dc.language.iso | en | en_US |
| dc.publisher | Kerala Agricultural University | en_US |
| dc.subject | Autoregressive scheme | en_US |
| dc.subject | autoregressive scheme-properties and samples | en_US |
| dc.title | Properties of the sample variance in samples from a generalised autoregressive scheme | en_US |
| dc.type | Article | en_US |
Files
Original bundle
1 - 1 of 1
No Thumbnail Available
- Name:
- 16_1_24-27_20025-69.pdf
- Size:
- 833.59 KB
- Format:
- Adobe Portable Document Format
- Description:
License bundle
1 - 1 of 1
No Thumbnail Available
- Name:
- license.txt
- Size:
- 1.71 KB
- Format:
- Item-specific license agreed upon to submission
- Description: