Statistical Estimates in Linear Regression Models with Correlated Observation Errors (Q3484194)

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Statistical Estimates in Linear Regression Models with Correlated Observation Errors
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    Statistical Estimates in Linear Regression Models with Correlated Observation Errors (English)
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    1989
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    least squares estimator
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    correlated observation errors
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    asymptotically unbiased
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    consistent estimates
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    covariance matrix
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    confidence region
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