Analysis of accumulated rounding errors in autoregressive processes

Weiming Li, Zhidong Bai

Type: Article

Publication Date: 2011-01-27

Citations: 8

DOI: https://doi.org/10.1111/j.1467-9892.2010.00710.x

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Locations

Journal of Time Series Analysis - View

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+	Bayesian statistical inference based on rounded data	2019	Ningning Zhao Zhidong Bai
+	Rounded data analysis based on multi-layer ranked set sampling	2011	Wei Li Zhidong Bai
+	Bias reduction when data are rounded	2015	Christopher S. Withers Saralees Nadarajah
+	Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros	2018	Francisco Blasques Vladimír Holý Petra Tomanová
+	Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros	2019	F. Blasques Albergaria Amaral Vladimír Holý Petra Tomanová
+ PDF Chat	Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations With Excessive Zeros	2018	Francisco Blasques Vladimír Holý Petra Tomanová

Works Cited by This (19)

Action	Title	Year	Authors
+	Rounding Error in Regression: The Appropriateness of Sheppard's Corrections	1983	Arthur P. Dempster Donald B. Rubin
+	Hidden Markov and other models for discrete-valued time series	1997	W. D. Ray
+ PDF Chat	On the Calculation of the most Probable Values of Frequency-Constants, for Data arranged according to Equidistant Division of a Scale	1897	W. F. Sheppard
+ PDF Chat	Probabilistic rounding and Sheppard’s correction	2009	Hans Schneeweiß John Komlos
+	Rounding errors in autoregressive processes	1993	Antonie Stam Kenneth O. Cogger
+	Analysis of autoregressive-moving average models: Estimation and prediction	1977	MUKETAR M. ALI
+	Grouping corrections and maximum likelihood equations	1950	D. V. Lindley
+ PDF Chat	Ignorability and Coarse Data	1991	Daniel F. Heitjan Donald B. Rubin
+	On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations	1985	Kung‐Sik Chan H. Tong
+	Random Iterative Models	1997	Marie Duflo Stephen S. Wilson