Statistical analysis for rounded data

Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.jspi.2008.11.018

Title:	Statistical analysis for rounded data
Authors:	Bai, Z. Zheng, S. Zhang, B. Hu, G.
Keywords:	AMLE AR (p) model Asymptotic normality MA (q) model Rounded data
Issue Date:	1-Aug-2009
Citation:	Bai, Z., Zheng, S., Zhang, B., Hu, G. (2009-08-01). Statistical analysis for rounded data. Journal of Statistical Planning and Inference 139 (8) : 2526-2542. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jspi.2008.11.018
Abstract:	When random variables do not take discrete values, observed data are often the rounded values of continuous random variables. Errors caused by rounding of data are often neglected by classical statistical theories. While some pioneers have identified and made suggestions to rectify the problem, few suitable approaches were proposed. In this paper, we propose an approximate MLE (AMLE) procedure to estimate the parameters and discuss the consistency and asymptotic normality of the estimates. For our illustration, we shall consider the estimates of the parameters in AR (p) and MA (q) models for rounded data. © 2009 Elsevier B.V. All rights reserved.
Source Title:	Journal of Statistical Planning and Inference
URI:	http://scholarbank.nus.edu.sg/handle/10635/105388
ISSN:	03783758
DOI:	10.1016/j.jspi.2008.11.018
Appears in Collections:	Staff Publications

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