Estimation of Random Coefficient Autoregressive Model with Error in Covariates
Measurement error is common in many statistical problems and has received considerable attention in various regression contexts. In this study, we consider the random coefficient autoregressive model with measurement error possibly present in covariates. The least squares and weighted least squares...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-05-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/13/5/303 |