Estimation in autoregressive models with surrogate data and validation data
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Publication:2979624
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Cites work
- scientific article; zbMATH DE number 3862231 (Why is no real title available?)
- scientific article; zbMATH DE number 3551712 (Why is no real title available?)
- A mean score method for missing and auxiliary covariate data in regression models
- Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Empirical likelihood-based inference in linear errors-in-covariables models with validation data
- Estimation of linear error-in-covariables models with validation data under random censorship
- Estimation of partial linear error-in-variables models with validation data
- Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
- Semiparametric estimation of nonlinear errors-in-variables models with validation study
- The Application of Time Series Methods to the Analysis of Repeated Surveys
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