Pages that link to "Item:Q4105124"
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The following pages link to Nonlinear Regression with Autocorrelated Errors (Q4105124):
Displayed 14 items.
- Statistical inferences from serially correlated methylene chloride data (Q356490) (← links)
- Reduced rank regression with autoregressive errors (Q579823) (← links)
- Least squares estimation of nonlinear spatial trends (Q962275) (← links)
- Testing linear regression models using non-parametric regression estimators when errors are non-independent (Q1350264) (← links)
- Time series regression with long-range dependence (Q1355170) (← links)
- An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems (Q1592898) (← links)
- Polynomial tapered two-stage least squares method in nonlinear regression (Q2016289) (← links)
- The fractional non-equidistant grey opposite-direction model with time-varying characteristics (Q2153580) (← links)
- Second-order least-squares estimation for regression models with autocorrelated errors (Q2259763) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
- One‐step M‐estimators in the linear model, with dependent errors (Q4311480) (← links)
- (Q5137536) (← links)
- Summarizing EC50 estimates from multiple dose‐response experiments: A comparison of a meta‐analysis strategy to a mixed‐effects model approach (Q5420234) (← links)
- A novel hybrid robust tapering approach for nonlinear regression in the presence of autocorrelation and outliers (Q6141735) (← links)