A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors (Q1136454): Difference between revisions

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Revision as of 03:19, 5 March 2024

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A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
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    A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors (English)
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    1979
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    computation of maximum likelihood estimates
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    autocorrelated errors
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    Cochrane-Orcutt iterative procedure
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    separable non-linear least squares problems
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    linear convergence rate
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