Parametric inference of autoregressive heteroscedastic models with errors in variables
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DOI: 10.1016/j.spl.2017.07.011
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Cited by:
- Christophe Chesneau & Salima El Kolei & Fabien Navarro, 2022. "Parametric estimation of hidden Markov models by least squares type estimation and deconvolution," Statistical Papers, Springer, vol. 63(5), pages 1615-1648, October.
- Salima El Kolei & Fabien Navarro, 2022. "Contrast estimation for noisy observations of diffusion processes via closed-form density expansions," Statistical Inference for Stochastic Processes, Springer, vol. 25(2), pages 303-336, July.
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Keywords
Hidden Markov model; Parametric estimation; Deconvolution; Heteroscedasticity;All these keywords.
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