Testing for measurement errors with discrete-time data sampled from a CARMA model

DOI10.4310/SII.2011.V4.N2.A17OpenAlexW2327351659MaRDI QIDQ647183FDOQ647183

Authors: Henghsiu Tsai, Kung-Sik Chan, Patrick Fayard 

Publication date: 1 December 2011

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2011.v4.n2.a17

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited In (1)

• Inference of Seasonal Long‐memory Time Series with Measurement Error

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