LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING‐AVERAGE MODELS WITH ERRORS IN VARIABLES

No abstract is available for this paper.

• Publication year

  1995

• Venue

  Journal of Time Series Analysis

• Publication date

  Unknown publication date

• Fields of study

  Mathematics, Economics

• Identifiers
  DOI 10.1111/J.1467-9892.1995.TB00220.X
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Spherical regression with errors in variables

  1989cited by this paper
• Two Pitfalls of Using Standard Regression Diagnostics When Both X and Y Have Measurement Error

  1986cited by this paper
• Identifiability of time series models with errors in variables

  1986cited by this paper
• On the errors-in-variables problem for time series

  1986cited by this paper
• Global identification of the dynamic shock-error model

  1985cited by this paper
• Estimating Linear Statistical Relationships

  1984cited by this paper
• Identifiability in dynamic errors-in-variables models

  1983cited by this paper
• Estimation in a Multivariate "Errors in Variables" Regression Model: Large Sample Results

  1981cited by this paper
• On Estimating the Slope of a Straight Line when Both Variables are Subject to Error

  1979cited by this paper
• Estimating structural and functional relationships

  1971cited by this paper
• Asymptotic Properties of Non-Linear Least Squares Estimators

  1969cited by this paper
• Regression for time series with errors of measurement

  1963cited by this paper
• Identifiability of a Linear Relation between Variables Which Are Subject to Error

  1950cited by this paper

• Testing for measurement error in regression with autoregressive innovations

  2021cites this paper
• Lack-of-fit of a parametric measurement error AR(1) model

  2020cites this paper
• Indirect inference with time series observed with error

  2018influential citation
• Parametric estimation of hidden Markov models by least squares type estimation and deconvolution

  2017cites this paper
• Parametric estimation of hidden stochastic model by contrast minimization and deconvolution

  2013cites this paper
• Parametric estimation of hidden stochastic model by contrast minimization and deconvolution: application to the Stochastic Volatility Model

  2012cites this paper
• Estimation in autoregressive model with measurement error

  2011cites this paper
• Adaptive estimation of the dynamics of a discrete time stochastic volatility model

  2010influential citation
• Test for Distribution Change of Dependent Errors

  2009cites this paper
• Sequential empirical process in autoregressive models with measurement errors

  2006cites this paper
• Measurement Error in Linear Autoregressive Models

  2005cites this paper
• Kernel deconvolution of stochastic volatility models

  2004cites this paper
• Bahadur–Kiefer representations for GM-estimators in linear Markov models with errors in variables

  1999cites this paper
• A nonparametric method for benchmarking survey data via signal extraction

  1997cites this paper
• Asymptotic properties of estimators for autoregressive models with errors in variables

  1996cites this paper