Full maximum likelihood estimation of second-order autoregressive error models (Q1247705): Difference between revisions

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+IV.—On Least Squares and Linear Combination of Observations
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+A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
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+Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
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+On a simple transformation for second‐order autocorrelated disturbances in regression analysis
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+A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
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+On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process
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+Stationarity conditions for stochastic processes of the autoregressive and moving-average type
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