Estimation in regression models with stationary, dependent errors

DOI10.1080/03610928108828210MaRDI QIDQ3667803zbMATH OpenOpenAlexFDO

Authors R. L. Sandland, Leslie J. Hills, C. A. McGilchrist

Publication date 1981

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928108828210

zbMATH Keywords

maximum likelihood estimatormethod of scoringrecursive estimationsrecursive residualsregression modelsstationary dependent errorsstationary Gaussian sequencetime series

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• An Algorithm for the Inversion of Finite Toeplitz Matrices
• Fractional Brownian Motions, Fractional Noises and Applications
• scientific article; zbMATH DE number 3538668 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• SOME THEOREMS IN LEAST SQUARES
• Stochastic Growth Curve Analysis

Cited in

(5)

• Recursive residuals in generalised linear models
• Recursive estimation and residuals
• Updating linear models with dependent errors to include additional data and/or parameters
• Reml estimation for repeated measures analysis
• Regression analysis of dependent error models

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