Estimation of the parameters of a time series subject to the error of rotation sampling
DOI10.1080/03610929308831058zbMath0798.62090OpenAlexW2071868291MaRDI QIDQ4275805
E. S. Miazaki, Chang Chung Yu Dorea
Publication date: 8 November 1994
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929308831058
samplingasymptotic efficiencysimulation studyleast squares estimatormeasurement errorsautoregressive-moving average processrotation sampling schemetime series of means
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sampling theory, sample surveys (62D05)
Related Items (4)
Cites Work
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- Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
- Estimation of models of autoregressive signal plus white noise
- Analysis of Repeated Surveys Using a Dynamic Linear Model
- Rotation Sampling
- Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related
- Analysis of Repeated Surveys Using Time Series Methods
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Rotation Designs for Sampling on Repeated Occasions
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