Some remarks on regression with autoregressive errors and their residual processes (Q3771451)

From MaRDI portal
Revision as of 00:42, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article
Language Label Description Also known as
English
Some remarks on regression with autoregressive errors and their residual processes
scientific article

    Statements

    Some remarks on regression with autoregressive errors and their residual processes (English)
    0 references
    1987
    0 references
    linear regression
    0 references
    residuals
    0 references
    Brownian motion
    0 references
    AR(p) stationary causal random process
    0 references
    residual partial sum process
    0 references
    polynomial regression
    0 references
    polynomial plus centered periodic component regression
    0 references
    differencing
    0 references
    Brownian bridge
    0 references
    limit processes
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references