Pages that link to "Item:Q1076466"
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The following pages link to On the errors-in-variables problem for time series (Q1076466):
Displayed 10 items.
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (Q299254) (← links)
- Non-stationary log-periodogram regression (Q1298461) (← links)
- Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
- A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence (Q1429319) (← links)
- An adjusted linear estimator (Q1896102) (← links)
- Asymptotic properties of estimators for autoregressive models with errors in variables (Q1922415) (← links)
- Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables (Q1962221) (← links)
- Discussion on: ``Identification of ARX and ARARX models in the presence of input and output noises'' (Q2638171) (← links)
- LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES (Q4324814) (← links)