On the errors-in-variables problem for time series

DOI10.1016/0047-259X(86)90029-1zbMath0593.62092MaRDI QIDQ1076466

Peter M. Robinson

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

seasonalitybiassignal-to-noise ratiotrendsleakageerrors-in-variables problemfrequency bandsfrequency domain regressiontapers

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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