文章基本信息

标题：Penalties for Misclassification of a Pure Diagonal Bilinear Process of Order Two as a Moving Average Process of Order Two
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作者：O. E. Okereke ; I. S. Iwueze ; C. O. Omekara 等
期刊名称：American Journal of Applied Mathematics and Statistics
印刷版ISSN：2328-7306
电子版ISSN：2328-7292
出版年度：2014
卷号：2
期号：1
页码：47-52
DOI：10.12691/ajams-2-1-8
语种：English
出版社：Science and Education Publishing
摘要：The penalty function based on misclassification of a pure diagonal bilinear process of order two as a moving average process of order two was derived in this study. Computation of penalties using the penalty function revealed that such misclassification increases the error variance. Regression analysis of the penalties on the parameters of the pure diagonal bilinear process suggested a second order polynomial regression model. A test of significance of each of the parameters of the fitted model showed that all the parameter estimates were statistically significant at 5% level of significance. The analysis of variance technique was also used to confirm the adequacy of the fitted model.
关键词：autocorrelation function; penalty function; pure diagonal bilinear process; moving average process; polynomial regression