Parameter estimation for series observed with round-off error
Time series data often is observed with measurement error. One type of measurement error almost always present is rounding error. A procedure is proposed for estimating parameters of a finite moving average time series which is observed only after rounding. Method of moments estimators are propose...
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| Format: | Others |
| Language: | en_US |
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Virginia Polytechnic Institute and State University
2015
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| Online Access: | http://hdl.handle.net/10919/54221 |