Misreported Time Series Analysis

Provides a simple and trustworthy methodology for the analysis of misreported continuous time series using either a frequentist (bootstrap-based EM algorithm) or a Bayesian (MCMC via JAGS) approach. The frequentist method is described in Morina et al. (2021) . The Bayesian extension fits the same ARMA model with misreporting structure using a full posterior distribution, providing credible intervals and DIC for model comparison, as described in Morina et al. (2024) .