Estimation of MA(1) model based on rounded data

DOI10.2478/V10127-012-0005-0MaRDI QIDQ2913229zbMATHOpenAlexFDO

Authors Gen-Liang Li, Meihui Guo

Publication date 26 September 2012

Published in Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2478/v10127-012-0005-0

zbMATH Keywords

parameter estimationmoving average modelrounded dataadjusted maximum likelihood estimate

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• Statistical analysis for rounded data
• Analysis of accumulated rounding errors in autoregressive processes
• Statistical analysis for rounded data

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