Skip to main content
Have a personal or library account? Click to login
Estimation of ma(1) model based on rounded data Cover

Estimation of ma(1) model based on rounded data

Tatra Mountains Mathematical Publications
Volume 51 (2012): Issue 1 (April 2012)
By:  and    
Open Access
|Nov 2012
References

References

  1. [1] BAI, Z. D.-ZHENG, S. R.-ZHANG, B. X.-HU, G. R.: Statistical analysis for rounded data. J. Statist. Plann. Inference 139 (2009), 2526-2542.
    Search in Google Scholar
  2. [2] DEMPSTER, A. P.-ROBIN, D. B.: Rounding error in regression: The appropriateness of sheppard’s corrections. J. Roy. Statist. Soc. Ser. B 45 (1983), 51-59.
    Search in Google Scholar
  3. [3] HALL, P.: The influence of rounding errors on some nonparametric estimators of a den- sity and its derivatives, SIAM J. Appl. Math. 42 (1982), 390-399.
    Open DOISearch in Google Scholar
  4. [4] HEITJAN, D. F.-RUBIN, D. B.: Ignorability and coarse data, Ann. Statist. 19 (1991), 2244-2253.
    Open DOISearch in Google Scholar
  5. [5] LEE, C. S.-VARDEMAN, S. B.: Interval estimation of a normal process mean from rounded data, J. Qual. Tech. 33 (2001), 335-348.
    Open DOISearch in Google Scholar
  6. [6] LEE, C. S.-VARDEMAN, S. B.: Interval estimation of a normal process standard devi- ation from rounded data, Comm. Statist. Simulation Comput. 31 (2002), 13-34.
    Open DOISearch in Google Scholar
  7. [7] LINDLEY, D. V.: Grouping corrections and maximum likelihood equations, in: Proc. Camb. Philos. Soc. 46 (1950), 106-110.
    Search in Google Scholar
  8. [8] MCCULLOUGH, B. D.-VINOD, H. D.: The numerical reliability of econometric soft- ware, J. Econom. Lit. 37 (1999), 633-665.
    Open DOISearch in Google Scholar
  9. [9] SHEPPARD,W. F.: On the calculation of the most probable values of frequency constants for data arranged according to equidistant divisions of a scale, in: Proc. Lond. Math. Soc. 29 (1897), 353-380.
    Search in Google Scholar
  10. [10] SKEEL, R.: Roundoff error and the Patriot missile, SIAM News 25 (1992), 11.
    Search in Google Scholar
  11. [11] STAM, A.-COGGER, K. O.: Rounding errors in autoregressive processes, Internat. J. Forecast. 9 (1993), 487-508.
    Open DOISearch in Google Scholar
  12. [12] TALLIS, G. M.: Approximate maximum likelihood estimates from grouped data, Techno- metrics 9 (1967), 599-606.
    Search in Google Scholar
  13. [13] TRICKER, T.: Effects of rounding data sampled from the exponential distribution, J. Appl. Statist. 11 (1984), 54-87.
    Open DOISearch in Google Scholar
  14. [14] TRICKER, A. R.: The effect of rounding on the power level of certain normal test sta- tistics, J. Appl. Statist. 17 (1990a), 219-228.
    Open DOISearch in Google Scholar
  15. [15] TRICKER, A. R.: The effect of rounding on the significance level of certain normal test statistics, J. Appl. Statist. 17 (1990b), 31-38.
    Open DOISearch in Google Scholar
  16. [16] TRICKER, A. R.: Estimation of parameters for rounded data from non-normal distribu- tions, J. Appl. Statist. 19 (1992), 465-471.
    Open DOISearch in Google Scholar
  17. [17] ZHANG, B. X.-LIU, T. Q.-BAI, Z. D.: Analysis of rounded data from dependent se- quences, Ann. Inst. Statist. Math. 62 (2010), 1143-1173.
    Open DOISearch in Google Scholar
DOI: https://doi.org/10.2478/v10127-012-0005-0 | Journal eISSN: 1338-9750 (formerly 1210-3195) | Journal ISSN: 1210-3195
Journal RSS Feed
Language: English
Page range: 45 - 53
Published on: Nov 13, 2012
Published by: Slovak Academy of Sciences, Mathematical Institute
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
adjusted maximum likelihood estimate,
moving average model,
parameter estimation,
rounded data.
Related subjects:
Mathematics,
General mathematics

© 2012 Meihui Guo, Gen-Liang Li, published by Slovak Academy of Sciences, Mathematical Institute
This work is licensed under the Creative Commons License.

Volume 51 (2012): Issue 1 (April 2012)
Previous article
Next article