Date of Award:
Master of Science (MS)
Mathematics and Statistics
Department name when degree awarded
Ronald V. Canfield
Donald H. Cooley
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.
Wu, Len-Hong, "Correction of Bias in Estimating Autocovariance Function" (1983). All Graduate Theses and Dissertations. 7024.
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