Very small samples and additional non-sample information in forecasting

MaRDI QIDQ5455530zbMATH OpenFDO

Authors Kurt Brännäs, Jörgen Hellström

Publication date 3 April 2008

zbMATH Keywords

generalized method of momentsadditional informationinsider tradingprivate schools

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Parametric inference (62F99) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to social sciences (62P25)

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Cited in

(1)

• Unit root testing in integer-valued AR(1) models

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