In this study, the explicit estimators of the model parameters in oneway classification AR(1) model with gamma innovations are derived
by using modified maximum likelihood (MML) methodology. We also
propose a new test statistic for testing linear contrasts. Monte Carlo
simulation results show that the MML estimators have higher efficiencies than the traditional least squares (LS) estimators and the proposed
test has much better power and robustness properties than the normaltheory test.
Şenoğlu, B., & Bayrak, Ö. T. (2016). Linear contrasts in one-way classi cation AR(1) model with gamma innovations. Hacettepe Journal of Mathematics and Statistics, 45(6), 1743-1754.
AMA
Şenoğlu B, Bayrak ÖT. Linear contrasts in one-way classi cation AR(1) model with gamma innovations. Hacettepe Journal of Mathematics and Statistics. December 2016;45(6):1743-1754.
Chicago
Şenoğlu, Birdal, and Özlem Türker Bayrak. “Linear Contrasts in One-Way classi cation AR(1) Model With Gamma Innovations”. Hacettepe Journal of Mathematics and Statistics 45, no. 6 (December 2016): 1743-54.
EndNote
Şenoğlu B, Bayrak ÖT (December 1, 2016) Linear contrasts in one-way classi cation AR(1) model with gamma innovations. Hacettepe Journal of Mathematics and Statistics 45 6 1743–1754.
IEEE
B. Şenoğlu and Ö. T. Bayrak, “Linear contrasts in one-way classi cation AR(1) model with gamma innovations”, Hacettepe Journal of Mathematics and Statistics, vol. 45, no. 6, pp. 1743–1754, 2016.
ISNAD
Şenoğlu, Birdal - Bayrak, Özlem Türker. “Linear Contrasts in One-Way classi cation AR(1) Model With Gamma Innovations”. Hacettepe Journal of Mathematics and Statistics 45/6 (December 2016), 1743-1754.
JAMA
Şenoğlu B, Bayrak ÖT. Linear contrasts in one-way classi cation AR(1) model with gamma innovations. Hacettepe Journal of Mathematics and Statistics. 2016;45:1743–1754.
MLA
Şenoğlu, Birdal and Özlem Türker Bayrak. “Linear Contrasts in One-Way classi cation AR(1) Model With Gamma Innovations”. Hacettepe Journal of Mathematics and Statistics, vol. 45, no. 6, 2016, pp. 1743-54.
Vancouver
Şenoğlu B, Bayrak ÖT. Linear contrasts in one-way classi cation AR(1) model with gamma innovations. Hacettepe Journal of Mathematics and Statistics. 2016;45(6):1743-54.
