A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances (Q1342788): Difference between revisions
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Revision as of 03:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances |
scientific article |
Statements
A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances (English)
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28 November 1995
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serial correlation
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autoregressive process
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autocorrelation transformation
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