Minimum Distance Estimation on Time Series Analysis with Little Data - Tapa blanda

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9781288327713: Minimum Distance Estimation on Time Series Analysis with Little Data
Tapa blanda
ISBN 10: 1288327714 ISBN 13: 9781288327713
Editorial: BiblioScholar, 2012

Sinopsis

Minimum distance estimate is a statistical parameter estimate technique that selects model parameters that minimize a good-of-fit statistic. Minimum distance estimation has been demonstrated better standard approaches, including maximum likelihood estimators and least squares, in estimating statistical distribution parameters with very small data sets. This research applies minimum distance estimation to the task of making time series predictions with very few historical observations. In a Monte Carlo analysis, we test a variety of distance measures and report the results based on many different criteria. Our analysis tests the robustness of the approach by testing its ability to make predictions when the fitted time-series model does not match the data generation model. Our analysis indicates benefits in applying minimum distance estimation when making time series prediction based on less than 30 observations.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

Minimum distance estimate is a statistical parameter estimate technique that selects model parameters that minimize a good-of-fit statistic. Minimum distance estimation has been demonstrated better standard approaches, including maximum likelihood estimators and least squares, in estimating statistical distribution parameters with very small data sets. This research applies minimum distance estimation to the task of making time series predictions with very few historical observations. In a Monte Carlo analysis, we test a variety of distance measures and report the results based on many different criteria. Our analysis tests the robustness of the approach by testing its ability to make predictions when the fitted time-series model does not match the data generation model. Our analysis indicates benefits in applying minimum distance estimation when making time series prediction based on less than 30 observations.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
BiblioScholar
Año de publicación
2012
Idioma
Inglés
ISBN 10 
1288327714
ISBN 13 
9781288327713
Encuadernación
Tapa blanda
Número de páginas
104
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

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