Some consequences of superimposed error in time series analysis

DOI10.1093/BIOMET/47.1-2.33MaRDI QIDQ3279684zbMATH OpenOpenAlexFDO

Authors

Publication date 1960

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/47.1-2.33

zbMATH Keywords

statistics

Cited in

(8)

• Efficient estimation of models with composite disturbance terms
• Asymptotic near-efficiency of the ``Gibbs-energy (GE) and empirical-variance estimating functions for fitting Matérn models. - II: accounting for measurement errors via ``Conditional GE mean
• scientific article; zbMATH DE number 4064318 (Why is no real title available?)
• Recursive parameter estimation of an autoregressive process disturbed by white noise
• COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY
• Inference of Seasonal Long‐memory Time Series with Measurement Error
• Consistent estimation of equations with composite moving average disturbance terms
• Feature matching in time series modeling

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