Consistent estimates of autoregressive error-in-variables

MaRDI QIDQ2991677zbMATH OpenFDO

Authors Yunbo Wei, Shihang Yu, Shuisherig Zhang

Publication date 10 August 2016

zbMATH Keywords

autoregression modelconsistent estimatesvalidation data

Mathematics Subject Classification ID

Point estimation (62F10) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(11)

• Asymptotic properties of estimators for autoregressive models with errors in variables
• Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band
• Parametric inference of autoregressive heteroscedastic models with errors in variables
• Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors
• Estimation in autoregressive models with surrogate data and validation data
• Autoregressive process with measurement errors
• Local polynomial estimator of the regression function in autoregression models with errors in variables
• scientific article; zbMATH DE number 5717436 (Why is no real title available?)
• The effects of autocorrelation among errors on the consistency property of OLS estimator
• Parameter estimation in regression models with autocorrelated errors using irregular data
• Estimation in autoregressive model with measurement error

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