Development of a first order integrated moving average model corrupted with a Markov modulated convex combination of autoregressive moving average errors

DOI10.1080/24754269.2019.1598833MaRDI QIDQ5879993zbMATH OpenOpenAlexWikidataFDO

Authors S. A. Komolafe, T. O. Obilade, Idowu O. Ayodeji, A. R. Babalola

Publication date 7 March 2023

Published in Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/24754269.2019.1598833

zbMATH Keywords

measurement errorautocovariance functioncorrelated errorsstructural relationship

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3048432 (Why is no real title available?)
• A three-state Markov-modulated switching model for exchange rates
• Errors-in-variables models with dependent measurements
• Estimating structural and functional relationships
• On the estimation of the linear relation when the error variances are known
• The Fitting of Straight Lines When both Variables are Subject to Error

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