Asymptotic properties of estimators for autoregressive models with errors in variables
type: Item
instance of: scholarly article
title: Asymptotic properties of estimators for autoregressive models with errors in variables
zbMATH Open document ID: 0853.62070
published in: The Annals of Statistics
publication date: 1997-01-09T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 922149
zbMATH Keywords: errors in variables
zbMATH Keywords: autoregressive model
zbMATH Keywords: identifiable parameter
zbMATH Keywords: strictly stationary sequence
zbMATH Keywords: consistency properties
zbMATH Keywords: rates of convergence
zbMATH Keywords: modified Yule-Walker equations
author: Kamal C. Chanda
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1033066218
OpenAlex ID: W1971652591
cites work: IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
cites work: Estimating linear statistical relationships
cites work: Q4356547
cites work: LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES
cites work: Regression for time series with errors of measurement
cites work: Identification in dynamic shock-error models
cites work: Estimating structural and functional relationships
cites work: Global identification of the dynamic shock-error model
cites work: Linear Statistical Inference and its Applications
cites work: On the errors-in-variables problem for time series
cites work: Q3711563
DOI: 10.1214/AOS/1033066218
description: scientific article; zbMATH DE number 922149