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Okereke, O. E. (2013). Characterization of moments of pure diagonal bilinear process of order two and moving average process of order two, Unpublished Ph. D Dissertation.

has been cited by the following article:

Article

Penalties for Misclassification of a Pure Diagonal Bilinear Process of Order Two as a Moving Average Process of Order Two

1Department of Statistics, Michael Okpara University of Agriculture, Umudike, Abia State, Nigeria

2Department of Statistics, Federal University of Technology, Owerri, Imo State, Nigeria


American Journal of Applied Mathematics and Statistics. 2014, Vol. 2 No. 1, 47-52
DOI: 10.12691/ajams-2-1-8
Copyright © 2014 Science and Education Publishing

Cite this paper:
O. E. Okereke, I. S. Iwueze, C. O. Omekara. Penalties for Misclassification of a Pure Diagonal Bilinear Process of Order Two as a Moving Average Process of Order Two. American Journal of Applied Mathematics and Statistics. 2014; 2(1):47-52. doi: 10.12691/ajams-2-1-8.

Correspondence to: O.  E. Okereke, Department of Statistics, Michael Okpara University of Agriculture, Umudike, Abia State, Nigeria. Email: emmastat5000@yahoo.co.uk

Abstract

The penalty function based on misclassification of a pure diagonal bilinear process of order two as a moving 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.

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