Analysis of rounded data from dependent sequences

Annals of the Institute of Statistical Mathematics

Volumn 62, Issue 6, 2010, Pages 1143-1173

  Zhang, Baoxue ^a   Liu, Tianqing ^a   Bai, Z D ^a,b  

^a NORTHEAST NORMAL UNIVERSITY   (China)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

ARMA(p, q) model; BRB corrections; Rounded data; Sheppard corrections; SOS estimation

Indexed keywords

ARMA(P, Q) MODEL; BRB CORRECTIONS; ROUNDED DATA; SHEPPARD CORRECTIONS; SOS ESTIMATION;

ERRORS; NORMAL DISTRIBUTION; PARAMETER ESTIMATION; SYSTEMS ENGINEERING;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 77957863135     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-009-0224-6     Document Type: Article

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