A0505
Title: Functional coefficient additive autoregressive models with measurement error
Authors: Pei Geng - Illinois State University (United States) [presenting]
Abstract: Measurement errors are observed in various fields nowadays. For instance, in cyber-security, the records of data breach are reported over time and these observations may be inaccurate due to data collecting techniques. Hence, in the functional coefficient additive autoregressive regression with measurement errors, we propose to apply the local linear estimation method and derive the properties of the proposed estimators in presence of measurement error such as estimation bias and asymptotic distributions. The proposed method is also applied to a data breach example to illustrate the performance.
