Pages that link to "Item:Q4541337"

The following pages link to Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood (Q4541337):

Displaying 11 items.

• Bent-cable regression with autoregressive noise (Q104279) (← links)
• Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
• Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation (Q962220) (← links)
• Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise. (Q1423253) (← links)
• Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
• Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model (Q2068980) (← links)
• Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880) (← links)
• The restricted likelihood ratio test for autoregressive processes (Q2930894) (← links)
• The restricted likelihood ratio test at the boundary in autoregressive series (Q3077666) (← links)
• UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564) (← links)
• The effect of a Durbin–Watson pretest on confidence intervals in regression (Q6067710) (← links)