A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors (Q1136454): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors |
scientific article |
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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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