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

zbMATH Keywords

samplingasymptotic efficiencysimulation studyleast squares estimatormeasurement errorsautoregressive-moving average processrotation sampling schemetime series of means

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sampling theory, sample surveys (62D05)

Related Items (4)

MAXIMUM LIKELIHOOD ESTIMATION FOR AUTOREGRESSIVE PROCESSES DISTURBED BY A MOVING AVERAGE ⋮ Testing for a unit root in an arima(p,1,0) signal observed with ma(q) noise ⋮ ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING ⋮ Maximum likelihood estimation for arma models in the presence of ARMA errors

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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