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Details for article 2 of 17 found articles
| Title: |
Analytical expressions for the average adjustment interval and mean squared deviation for bounded adjustment schemes |
| Author: |
Gonzalez, Francisco J. Puig-Pey, Jaime Luceno, Alberto |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 28 (1999) nr. 3 pages 623-635 |
| Year: |
1999 |
| Contents: |
This paper presents analytical expressions for the average adjustment interval and the mean squared deviation from target of the “bounded adjustment” schemes of Box and Luceno (1997a) under the assumption that the disturbances are generated from a double-exponential distribution. The solutions obtained are very close to those computed numerically for normally distributed innovations. This not only demonstrates the robustness of the schemes to the distributional assumptions, but also provides new useful expressions for the average adjustment interval and mean squared deviation from target. Expressions for the characteristic and probability mass functions of the adjustment interval are also given. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 2 of 17 found articles
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