Comparison of estimation methods for the density of autoregressive parameter in aggregated AR(1) processes
The article investigates the properties of two alternative disaggregation methods. First one, proposed in Chong (2006), is based on the assumption of polynomial autoregressive parameter density. Second one, proposed in Leipus et al. (2006), uses the approximation of the density by the means of Gegen...
Spremljeno u:
| Glavni autori: | , , |
|---|---|
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Vilnius University Press
2021-06-01
|
| Serija: | Lietuvos Matematikos Rinkinys |
| Teme: | |
| Online pristup: | https://www.journals.vu.lt/LMR/article/view/24253 |
| Oznake: |
Bez oznaka, Budi prvi tko označuje ovaj zapis!
|