Testing for measurement errors with discrete-time data sampled from a CARMA model

DOI10.4310/SII.2011.v4.n2.a17OpenAlexW2327351659MaRDI QIDQ647183

Kung-Sik Chan, Patrick Fayard, Henghsiu Tsai

Publication date: 1 December 2011

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2011.v4.n2.a17

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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