A dynamic method of moments

DOI10.1080/02331888708802002MaRDI QIDQ3753342zbMATH OpenOpenAlexFDO

Authors

Publication date 1987

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888708802002

zbMATH Keywords

central momentsConvergence in quadratic meancovariancesdynamic method of momentsforecastingrate of convergencetime- dependent populationtrends

Mathematics Subject Classification ID

Sequential estimation (62L12) Stochastic approximation (62L20) Inference from stochastic processes and prediction (62M20)

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Cites work

• A Dynamic Stochastic Approximation Method
• A Probability Distribution and Its Uses in Fitting Data
• On a Stochastic Approximation Method
• Sequential Estimation of Expectations in the Presence of Trend2
• Some Remarks on The Paper by Theodorescu and Wolff: “Sequential Estimation of Expectations in the Presence of Trend”
• Systems of Frequency Curves

Cited in

(5)

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• A proposed modification to the dynamic approach
• scientific article; zbMATH DE number 3949539 (Why is no real title available?)
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• A MIDAS approach to modeling first and second moment dynamics

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