Pages that link to "Item:Q4324814"
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The following pages link to LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES (Q4324814):
Displaying 12 items.
- Parametric estimation of hidden stochastic model by contrast minimization and deconvolution (Q378917) (← links)
- Modeling and large sample estimation for multi-casting autoregression (Q842961) (← links)
- Parameter estimation for ARMA processes with errors in models (Q1332884) (← links)
- Asymptotic properties of estimators for autoregressive models with errors in variables (Q1922415) (← links)
- Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables (Q1962221) (← links)
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
- Lack-of-fit of a parametric measurement error AR(1) model (Q2216949) (← links)
- Sequential empirical process in autoregressive models with measurement errors (Q2507885) (← links)
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
- Autoregressive Process with Measurement Errors (Q3007849) (← links)
- Estimation of the parameters of a time series subject to the error of rotation sampling (Q4275805) (← links)
- Testing for measurement error in regression with autoregressive innovations (Q6172130) (← links)
