A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances (Q1342788): Difference between revisions

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-Q. Li
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+Q. Li
@@ Property / author: Q. Li / rank @@
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@@ Property / cites work @@
+An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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+A transformation that will circumvent the problem of autocorrelation in an error-component model
+Normal rank
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+A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
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+Q4137964
@@ Property / cites work: Q4137964 / rank @@
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+Q4124141
@@ Property / cites work: Q4124141 / rank @@
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+Q4002943
@@ Property / cites work: Q4002943 / rank @@
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+On the Retention of the First Observations in Serial Correlation Adjustment of Regression Models
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+Estimating the autocorrelated error model with trended data
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+On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process
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+https://doi.org/10.1007/bf02926403
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+W2033016451
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+Publication:1342788