The properties of some covariance matrix estimators in linear models with AR(1) errors (Q374917)

From MaRDI portal
Revision as of 02:54, 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
The properties of some covariance matrix estimators in linear models with AR(1) errors
scientific article

    Statements

    title
    The properties of some covariance matrix estimators in linear models with AR(1) errors (English)
    0 references
    author
    Shigetaka Miyazaki
    0 references
    William E. Griffiths
    0 references
    publication date
    24 October 2013
    0 references
    zbMATH DE Number
    6218893
    0 references
    OpenAlex ID
    W1974649114
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q374917&oldid=32882672"
    Powered by MediaWiki