Estimation in autoregressive models with surrogate data and validation data
From MaRDI portal
Publication:2979624
DOI10.1080/03610926.2015.1019154zbMATH Open1360.62096OpenAlexW2329069123MaRDI QIDQ2979624FDOQ2979624
Authors:
Publication date: 25 April 2017
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1019154
Recommendations
- Consistent estimates of autoregressive error-in-variables
- Measurement Error in Linear Autoregressive Models
- Estimation in autoregressive model with measurement error
- Autoregressive process with measurement errors
- Statistical estimation in varying coefficient models with surrogate data and validation sampling
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Estimation of partial linear error-in-variables models with validation data
- Empirical likelihood-based inference in linear errors-in-covariables models with validation data
- Semiparametric estimation of nonlinear errors-in-variables models with validation study
- Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models
- A mean score method for missing and auxiliary covariate data in regression models
- Estimation of linear error-in-covariables models with validation data under random censorship
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
- The Application of Time Series Methods to the Analysis of Repeated Surveys
Cited In (2)
This page was built for publication: Estimation in autoregressive models with surrogate data and validation data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2979624)
