论文信息 - Minimum mean squared error estimation

Minimum mean squared error estimation

In this thesis, we discuss some approaches to finding linearising transformations. The resulting techniques are applied to several parametric problems, including a computer simulation study of estimators of scale parameters, in which a modification to the MLE is revealed to be almost optimal. Finally, we discuss distribution-free estimation of the centre of a symmetric distribution. In a computer simulation study, the

Victor Charles Drastik

[1] Gwilym M. Jenkins,et al. Time series analysis, forecasting and control , 1972 .

[2] G. C. Tiao,et al. Decomposition of Seasonal Time Series: A Model for the Census X-11 Program , 1976 .

[3] Steven C. Hillmer,et al. An ARIMA-Model-Based Approach to Seasonal Adjustment , 1982 .

[4] Robert F. Engle,et al. Estimating Structural Models of Seasonality , 1978 .

[5] J. Burman. Seasonal Adjustment by Signal Extraction , 1980 .

[6] Steven C. Hillmer,et al. Issues Involved With the Seasonal Adjustment of Economic Time Series , 1984 .

[7] David A. Pierce,et al. Data revisions with moving average seasonal adjustment procedures , 1980 .

[8] W. Bell,et al. Signal Extraction for Nonstationary Time Series , 1984 .

[9] Steven C. Hillmer,et al. Analysis and Modeling of Seasonal Time Series , 1978 .

[10] A. Harvey,et al. Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study , 1983 .