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Analysis of rounded data from dependent sequences

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  • Baoxue Zhang
  • Tianqing Liu
  • Z. Bai

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Suggested Citation

  • Baoxue Zhang & Tianqing Liu & Z. Bai, 2010. "Analysis of rounded data from dependent sequences," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1143-1173, December.
    • Handle: RePEc:spr:aistmt:v:62:y:2010:i:6:p:1143-1173
    DOI: 10.1007/s10463-009-0224-6
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    References listed on IDEAS

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    1. Kramer, Walter & Runde, Ralf, 1997. "Chaos and the compass rose," Economics Letters, Elsevier, vol. 54(2), pages 113-118, February.
    2. Stam, Antonie & Cogger, Kenneth O., 1993. "Rounding errors in autoregressive processes," International Journal of Forecasting, Elsevier, vol. 9(4), pages 487-508, December.
    3. White, Halbert & Domowitz, Ian, 1984. "Nonlinear Regression with Dependent Observations," Econometrica, Econometric Society, vol. 52(1), pages 143-161, January.
    4. Kozicki, Sharon & Hoffman, Barak, 2004. "Rounding Error: A Distorting Influence on Index Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 319-338, June.
    5. Coppejans, Mark, 2003. "Effective nonparametric estimation in the case of severely discretized data," Journal of Econometrics, Elsevier, vol. 117(2), pages 331-367, December.
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    Cited by:

    1. Ningning Zhao & Zhidong Bai, 2012. "Analysis of rounded data in mixture normal model," Statistical Papers, Springer, vol. 53(4), pages 895-914, November.
    2. Francisco Blasques & Vladim'ir Hol'y & Petra Tomanov'a, 2018. "Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros," Papers 1812.07318, arXiv.org, revised Jan 2022.

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