A note on the exact transformation associated with the first-order moving average process (Q1151707): Difference between revisions

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+On the Sufficient Statistics for Stationary Gaussian Random Processes
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+Q3892355
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+On the Efficiency of Ordinary Least-Squares in Regression Models
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+A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
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+Q3928088
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+On the inverse of the covariance matrix of a first order moving average
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+Q5531577
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+Analysis of Distributed Lag Models with Applications to Consumption Function Estimation
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