Analysis of rounded data from dependent sequences

DOI10.1007/s10463-009-0224-6zbMath1432.62065OpenAlexW2149177187MaRDI QIDQ907062

Tianqing Liu, Bao-Xue Zhang, Zhi-Dong Bai

Publication date: 1 February 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-009-0224-6

zbMATH Keywords

rounded dataARMA\((p,q)\) modelBRB correctionsSheppard correctionsSOS estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Parametric inference (62F99)

Related Items (10)

Symmetric and asymmetric rounding: a review and some new results ⋮ Bayesian statistical inference based on rounded data ⋮ Analysis of rounded data in mixture normal model ⋮ Analysis of rounded data in measurement error regression ⋮ Rounded data analysis based on multi-layer ranked set sampling ⋮ Rejoinder to: ``Feature matching in time series modeling. ⋮ On \(Z\)-estimation by rounded data ⋮ Revisit of Sheppard corrections in linear regression ⋮ Statistical analysis for rounded data ⋮ Analysis of accumulated rounding errors in autoregressive processes

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