A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors (Q1136454): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0304-4076(79)90042-3 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2062551249 / rank | |||
Normal rank |
Revision as of 01:41, 20 March 2024
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 |
Statements
A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors (English)
0 references
1979
0 references
computation of maximum likelihood estimates
0 references
autocorrelated errors
0 references
Cochrane-Orcutt iterative procedure
0 references
separable non-linear least squares problems
0 references
linear convergence rate
0 references