Return to search

A study on the parameter estimation based on rounded data

Most recorded data are rounded to the nearest decimal place due to the precision of the recording mechanism. This rounding entails errors in estimation and measurement. In this paper, we compare the performances of three types of estimators based on rounded data from time series models, namely A-K corrected estimator, approximate MLE and the SOS estimator. In order to perform the comparison, the A-K corrected estimators for the MA(1) model are derived theoretically. To improve the efficiency of the estimation, two types of variance-reduction estimators are further proposed, which are based on linear combinations of aforementioned three estimators. Simulation results show the proposed variance reduction estimators significantly improve the estimation efficiency.

Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0121111-111251
Date21 January 2011
CreatorsLi, Gen-liang
ContributorsMei-Hui Guo, May-Ru Chen, Shih-Feng Huang, Fu-Chuen Chang, Mong-Na Lo Huang
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageEnglish
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0121111-111251
Rightscampus_withheld, Copyright information available at source archive

Page generated in 0.0017 seconds