AR estimation from data with measurement error
Abstract (Measurement error can modify the structure of a data, and worse, distorts the distribution of the data generating process (Chester, 1991). We present three methods based on spline smoothing and bootstrap in estimating an autoregressive process with measurement error. Simulation studies sho...
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| Aineistotyyppi: | Opinnäyte |
| Kieli: | English |
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