Properties of the sample variance in samples from a generalised autoregressive scheme

Thomas, E J

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.identifier.citation	Agricultural Research Journal of Kerala, 16(1), 24-27.	en_US
dc.identifier.uri	http://hdl.handle.net/123456789/4572
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.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