Measurement error in linear autoregressive models

Journal of the American Statistical Association

Volumn 100, Issue 471, 2005, Pages 841-852

  Staudenmayer, John ^a   Buonaccorsi, John P ^a  

^a UNIVERSITY OF MASSACHUSETTS   (United States)

Author keywords

Error in variables; Estimating equation; Heteroscedasticity; Kalman filter; State space; Time series

Indexed keywords

EID: 24644509833     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214504000001871     Document Type: Review

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