A dynamic method of moments

DOI10.1080/02331888708802002zbMATH Open0612.62117OpenAlexW2019945493MaRDI QIDQ3753342FDOQ3753342

Authors:

Publication date: 1987

Published in: Statistics (Search for Journal in Brave)

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

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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)

Cites Work

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

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
• Title not available (Why is that?)
• A proposed modification to the dynamic approach

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