A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances (Q1342788): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q197823 |
||
| Property / author | |||
| Property / author: Q. Li / rank | |||
Revision as of 14:56, 10 February 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)
0 references
28 November 1995
0 references
serial correlation
0 references
autoregressive process
0 references
autocorrelation transformation
0 references
