Comparison Between Ordinary Method and Robust Method to estimate the Parameters of the Bivariate Mixed Model, ARMA(1,1)

A condensed study was done to compare between the ordinary estimators. In particular the maximum likelihood estimator and the robust estimator, to estimate the parameters of the bivariate mixed model of order one, namely BARMA(1,1).Simulation experiments were done for varieties of BARMA(1,1), using small, moderate and large sample sizes, where some new results were obtained. MAPE was used as a statistical criterion for comparison.