A dynamic method of moments
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Publication:3753342
DOI10.1080/02331888708802002zbMath0612.62117MaRDI QIDQ3753342
No author found.
Publication date: 1987
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888708802002
rate of convergence; forecasting; trends; central moments; covariances; Convergence in quadratic mean; dynamic method of moments; time- dependent population
62M20: Inference from stochastic processes and prediction
62L20: Stochastic approximation
62L12: Sequential estimation
Cites Work
- Sequential Estimation of Expectations in the Presence of Trend2
- A Probability Distribution and Its Uses in Fitting Data
- Some Remarks on The Paper by Theodorescu and Wolff: “Sequential Estimation of Expectations in the Presence of Trend”
- A Dynamic Stochastic Approximation Method
- Systems of Frequency Curves
- On a Stochastic Approximation Method