Prediction and forecasting in linear models with measurement error
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Publication:730825
DOI10.1016/J.JSPI.2009.05.010zbMath1183.62161OpenAlexW2044029573MaRDI QIDQ730825
John P. Buonaccorsi, Yorghos Tripodis
Publication date: 1 October 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.010
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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Uses Software
Cites Work
- Computing observation weights for signal extraction and filtering
- Smoothing and Interpolation with the State-Space Model
- Prediction Mean Squared Error for State Space Models with Estimated Parameters
- Analysis of Repeated Surveys Using Time Series Methods
- Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models
- Measurement Error in a Random Walk Model with Applications to Population Dynamics
- Measurement Error in Linear Autoregressive Models
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