In this paper, we suggest how to handle the issue of heteroskedasticity measurement errors when specifying dynamic models for conditional expectation realized variance. We show that either adding a GARCH correction within an asymmetric extension HAR class ( AHAR - ), or working multiplicative error AMEM ) greatly reduces need quarticity/quadratic terms capture attenuation bias. This feature in ...

 We consider the problem of estimation the population mean of the study variate Y in presence of measurement errors when information on an auxiliary character X is known. A class of estimators for population means using information on an auxiliary variate X is defined. Expressions for its asymptotic bias and mean square error are obtained. Optimum conditions are obtained for which the mean...

Engineers and researchers often require accurate measurements of small execution times or duration of events in a program. Errors in the measurement facility can introduce important challenges, especially when measuring small intervals. Mitigating approaches commonly used exhibit several issues; in particular, they only reduce the effect of the error, and never eliminate it. In this letter, we ...

Normalized differences of several adjacent observations, referred to as pseudo measurement errors in this paper, are used in so-called difference-based estimation methods as building blocks for the variance estimate of measurement errors. Numerical results demonstrate that pseudo measurement errors can be used to serve the role of measurement errors. Based on this information, we propose the us...