Autoregressive Process with Measurement Errors

DOI10.1080/03610920903486806zbMath1215.62094OpenAlexW2094968871MaRDI QIDQ3007849

Shu-yuan He, Jixue Liu

Publication date: 17 June 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903486806

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• The Frisch scheme in dynamic system identification
• Time series: theory and methods.
• Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data
• Unnamed Item

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