Pages that link to "Item:Q1586553"

The following pages link to Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553):

Displaying 7 items.

• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
• The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
• Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes (Q477916) (← links)
• Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
• QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
• Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses (Q1955291) (← links)
• Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)