V-Robust Design for AR(1) Processes

  • Author / Creator
  • 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.

  • Subjects / Keywords
  • Graduation date
    Fall 2014
  • Type of Item
  • Degree
    Master of Science
  • DOI
  • License
    This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for non-commercial purposes. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law.