The purpose of this thesis was to evaluate a method for reducing the bias of estimation for autocovariance estimators. Two methods are compared, one is the standard method and the other is an adjustment method. The Monte Carlo method is used within comparison.
The bias and the mean squared error of the estimated autocovariance is computed for several time series models and two variations of the adjustment method of estimation. The results indicate some improvement in bias and mean squared error for the new method.
| Identifer | oai:union.ndltd.org:UTAHS/oai:digitalcommons.usu.edu:etd-8127 |
| Date | 01 May 1983 |
| Creators | Wu, Len-Hong |
| Publisher | DigitalCommons@USU |
| Source Sets | Utah State University |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | All Graduate Theses and Dissertations |
| Rights | Copyright for this work is held by the author. Transmission or reproduction of materials protected by copyright beyond that allowed by fair use requires the written permission of the copyright owners. Works not in the public domain cannot be commercially exploited without permission of the copyright owner. Responsibility for any use rests exclusively with the user. For more information contact digitalcommons@usu.edu. |
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