Papers by Ceylan Yozgatligil
Communications in Statistics-theory and Methods, 2004
The modified maximum-likelihood method has recently been applied to some non-normal time series m... more The modified maximum-likelihood method has recently been applied to some non-normal time series models. Our evaluation of these applications revealed that several of the information matrices given in these studies are not correct due to incorrect evaluation of the process mean, and that the estimators for some of the models with a location parameter are not correct. We correct these results. We address to several other issues and propose modifications. We also made some additional simulations, especially for the location ORDER REPRINTS parameter case for which there were a very limited number of previous results. Our results indicate that estimations with a location parameter are not as successful as those with no location parameter, and also that the convergence properties of the method are not very favourable.
Communications in Statistics-theory and Methods, 2004
The modified maximum-likelihood method has recently been applied to some non-normal time series m... more The modified maximum-likelihood method has recently been applied to some non-normal time series models. Our evaluation of these applications revealed that several of the information matrices given in these studies are not correct due to incorrect evaluation of the process mean, and that the estimators for some of the models with a location parameter are not correct. We correct these results. We address to several other issues and propose modifications. We also made some additional simulations, especially for the location ORDER REPRINTS parameter case for which there were a very limited number of previous results. Our results indicate that estimations with a location parameter are not as successful as those with no location parameter, and also that the convergence properties of the method are not very favourable.
American Statistician, 2009
Time series often contain observations of several variables and multivariate time series models a... more Time series often contain observations of several variables and multivariate time series models are used to represent the relationship between these variables. There are many studies on vector autoregressive moving average (VARMA) models, but the representation of multiplicative seasonal VARMA models has not been seriously studied. In a multiplicative vector model, such as a seasonal VARMA model, the representation is not unique because of the noncommutative property of matrix multiplication. In this article, we carefully examine the consequences of different model representations on parameter estimation and forecasting through numerical illustrations, simulation, and the analysis of a housing starts and housing sales dataset.
In this study, the hierarchical clustering technique, called Ward method, was applied for groupin... more In this study, the hierarchical clustering technique, called Ward method, was applied for grouping common features of air temperature series, precipitation total and relative humidity series of 244 stations in Turkey.
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Papers by Ceylan Yozgatligil