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scientific article; zbMATH DE number 16258
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scientific article; zbMATH DE number 16258 |
Statements
26 June 1992
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random components
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linear process model
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Grenander-type condition
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consistent
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asymptotically normal
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covariance matrices
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limiting distributions
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lagged autocovariances
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eigenvalue-based goodness-of-fit test statistics
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measurement error model
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time series
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functional model
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structural model
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multivariate linear errors-in-variables model
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serially correlated errors
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sampling
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process control
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asymptotic results
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serially correlated ultrastructural models
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0.8506379127502441
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0.8287227749824524
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0.8111579418182373
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0.8017703890800476
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[For the entire collection see Zbl 0717.00022.] From the author's abstract: Estimation of the multivariate linear errors- in-variables model with serially correlated errors and true values is discussed. Motivating examples in sampling and process control are mentioned, and some previous estimation literature is reviewed. Next, asymptotic results are presented from some standard errors-in-variables estimators under serially correlated ultrastructural models.
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