Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors
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Publication:451496
DOI10.1007/s00362-009-0227-7zbMath1247.62077OpenAlexW2050410847MaRDI QIDQ451496
Xian Zhou, Bin Zhou, Li Xing Zhu, Jin-hong You
Publication date: 23 September 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-009-0227-7
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
Related Items
Replicated measurement error model under exact linear restrictions, The non parametric regression estimate with dependent measurement errors
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