Measurement Error in Linear Autoregressive Models
线性自回归模型中的测量误差
Time series data are often subject to measurement error, usually the result of needing to estimate the variable of interest. Although it is often reasonable to assume that the measurement error is additive (i.e., the estimator is conditionally unbiased for the missing true value), the measurement error variances often vary as a result of changes in the population/process over time and/or changes in sampling effort. In this article we address estimation of the parameters in…