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

forecastingrate of convergencecentral momentstrendscovariancesConvergence in quadratic meandynamic method of momentstime- dependent population

Mathematics Subject Classification ID

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

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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

(4)

• A note on a method to compute the asymptotic Distribution of the sample second order moments of dynamic linear normal variables
• A MIDAS approach to modeling first and second moment dynamics
• scientific article; zbMATH DE number 3949539 (Why is no real title available?)
• A proposed modification to the dynamic approach

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