scientific article; zbMATH DE number 16258
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Publication:3972911
linear process modeltime seriesstructural modelserially correlated ultrastructural modelsserially correlated errorssamplingrandom componentsprocess controlmultivariate linear errors-in-variables modelmeasurement error modelasymptotic resultslimiting distributionslagged autocovariancesGrenander-type conditionfunctional modeleigenvalue-based goodness-of-fit test statisticscovariance matricesconsistentasymptotically normal
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- scientific article; zbMATH DE number 3843010
- AN ESTIMATION METHOD IN TIME SERIES ERRORS-IN-VARIABLES MODELS
Cited in
(12)- Inference on a regression model with noised variables and serially correlated errors
- On the errors-in-variables problem for time series
- A resampling method for regression models with serially correlated errors
- Estimation in a linear model with serially correlated errors when observations are missing
- Estimation for a longitudinal linear model with measurement errors
- Badness of Serial Fit Revisited
- Relative errors for bootstrap approximations of the serial correlation coefficient
- AN ESTIMATION METHOD IN TIME SERIES ERRORS-IN-VARIABLES MODELS
- On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates
- Weighted l1‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors
- Efficient estimation of varying coefficient models with serially correlated errors
- Least absolute error estimation in the presence of serial correlation
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