Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors

DOI10.1080/24754269.2019.1598833OpenAlexW2939040795WikidataQ128114396 ScholiaQ128114396MaRDI QIDQ5879993

S. A. Komolafe, A. R. Babalola, Idowu O. Ayodeji, Titilola O. Obilade

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2019.1598833

zbMATH Keywords

autocovariance functionmeasurement errorcorrelated errorsstructural relationship

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Errors-in-variables models with dependent measurements
• A three-state Markov-modulated switching model for exchange rates
• On the estimation of the linear relation when the error variances are known
• Estimating structural and functional relationships
• The Fitting of Straight Lines When both Variables are Subject to Error
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