Estimation of MA(1) model based on rounded data (Q2913229)
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scientific article; zbMATH DE number 6086804
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of MA(1) model based on rounded data |
scientific article; zbMATH DE number 6086804 |
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26 September 2012
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adjusted maximum likelihood estimate
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moving average model
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parameter estimation
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rounded data
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0.8552941
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Estimation of MA(1) model based on rounded data (English)
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This paper addresses the problem of estimation for MA(1) models when the observations are contaminated by rounding errors. Adjusted maximum likelihood estimates of the model parameters are derived and are compared with some existing estimators in the literature by simulations.
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