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Permanent link (DOI): https://doi.org/10.7939/R35T3G628

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V-Robust Design for AR(1) Processes Open Access

Descriptions

Other title
Subject/Keyword
AR(1)
V-Robust
Type of item
Thesis
Degree grantor
University of Alberta
Author or creator
Wang,Xiaozhou
Supervisor and department
Wiens, Doug (Department of Mathematical and Statistical Sciences)
Examining committee member and department
Frei, Chris (Department of Mathematical and Statistical Sciences)
Gombay, Edit (Department of Mathematical and Statistical Sciences)
Mizera, Ivan (Department of Mathematical and Statistical Sciences)
Department
Department of Mathematical and Statistical Sciences
Specialization
Statistics
Date accepted
2014-06-11T11:39:29Z
Graduation date
2014-11
Degree
Master of Science
Degree level
Master's
Abstract
Two types of robust designs, robust design against a misspecified response function and robust design against autocorrelation, are reviewed in the first chapter of this dissertation. Among robust designs against autocorrelation, this dissertation focuses on V-robust designs. Chapter 2 reviews and extends the work done by Wiens and Zhou (1997) on the construction of V-robust design for MA(1) processes. On the basis of their work, most V-robust design for AR(1) processes is introduced in Chapter 3, with its application on a toy sales example. Compared to most V-robust design for MA(1), most V-robust design for AR(1) performs better if the number of observations is small and there is some bias in fitted model.
Language
English
DOI
doi:10.7939/R35T3G628
Rights
Permission is hereby granted to the University of Alberta Libraries to reproduce single copies of this thesis and to lend or sell such copies for private, scholarly or scientific research purposes only. Where the thesis is converted to, or otherwise made available in digital form, the University of Alberta will advise potential users of the thesis of these terms. The author reserves all other publication and other rights in association with the copyright in the thesis and, except as herein before provided, neither the thesis nor any substantial portion thereof may be printed or otherwise reproduced in any material form whatsoever without the author's prior written permission.
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