Z. D. Bai

affiliation not provided to SSRN

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Scholarly Papers (1)

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Analysis of Accumulated Rounding Errors in Autoregressive Processes

Journal of Time Series Analysis, Vol. 32, Issue 5, pp. 518-530, 2011
Number of pages: 13 Posted: 09 Aug 2011
Weiming Li and Z. D. Bai
affiliation not provided to SSRN and affiliation not provided to SSRN
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Abstract:

Rounding error, autoregressive process, accumulative rounded autoregressive model, conditional maximum‐likelihood estimation, Preliminary 62M10, 62F10, Secondary 62F12, 62F05