Analysis of accumulated rounding errors in autoregressive processes
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2010.00710.x/fullpdf
Reference35 articles.
1. Analysis of autoregressive-moving average models: estimation and prediction;Ali;Biometrika,1977
2. Statistical analysis for rounded data;Bai;Journal of Statistical Planning and Inference,2009
3. On the use of deterministic Lyapunov function for the ergodicity of stochastic difference equations;Chan;Advances in Applied Probability,1985
4. Performances of some parameter estimators of the generalized Pareto distribution over rounded-off samples;Deidda;Physics and Chemistry of the Earth,2009
5. Rounding error in regression: the appropriateness of Sheppard's corrections;Dempster;Journal of the Royal Statistical Society Series B (Methodological),1983
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