Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors
Year of publication: |
2011
|
---|---|
Authors: | You, Jinhong ; Zhou, Xian ; Zhu, Lixing ; Zhou, Bin |
Published in: |
Statistical Papers. - Springer. - Vol. 52.2011, 2, p. 263-286
|
Publisher: |
Springer |
Subject: | Measurement errors | Denoised minimum distance estimation | Autoregressive process | Auxiliary variable | Asymptotic normality | Primary 62H12 | Secondary 62A10 |
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