Estimation of MA(1) model based on rounded data

DOI10.2478/V10127-012-0005-0zbMATH Open1313.62120OpenAlexW2253815397MaRDI QIDQ2913229FDOQ2913229

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

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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)

Cited In (3)

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

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