Pages that link to "Item:Q3972911"
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The following pages link to Errors in variables estimation in the presence of serially correlated observations (Q3972911):
Displaying 12 items.
- Relative errors for bootstrap approximations of the serial correlation coefficient (Q355131) (← links)
- Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
- Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
- Inference on a regression model with noised variables and serially correlated errors (Q1012535) (← links)
- On the errors-in-variables problem for time series (Q1076466) (← links)
- A resampling method for regression models with serially correlated errors (Q1391331) (← links)
- Estimation in a linear model with serially correlated errors when observations are missing (Q1404608) (← links)
- Estimation for a longitudinal linear model with measurement errors (Q1952067) (← links)
- Badness of Serial Fit Revisited (Q2914447) (← links)
- AN ESTIMATION METHOD IN TIME SERIES ERRORS-IN-VARIABLES MODELS (Q4506012) (← links)
- On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates (Q5430587) (← links)
- Weighted <i>l</i><sub>1</sub>‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors (Q6135357) (← links)