Preliminary Test Estimation for Parallel 2-Sampling in Autoregressive Model

Preliminary Test Estimation for Parallel 2-Sampling in Autoregressive Model

The purpose of this paper is to discuss the problem of estimation and testing the equality of two autoregressive parameters of two first-order autoregressive processes <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics>&...

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Bibliographic Details
Main Authors: Syed Ejaz Ahmed, Arsalane Chouaib Guidoum, Sara Bendjeddou
Format: Article
Language:English
Published: MDPI AG 2024-10-01
Series:Stats
Subjects:
autoregressive
homogeneity
pretest estimators
pooled estimator
asymptotic bias
asymptotic relative efficiency
Online Access:https://www.mdpi.com/2571-905X/7/4/67
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