Some further results on the efficiency of the Cochrane-Orcutt-estimator (Q1579997)
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scientific article; zbMATH DE number 1507569
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| English | Some further results on the efficiency of the Cochrane-Orcutt-estimator |
scientific article; zbMATH DE number 1507569 |
Statements
Some further results on the efficiency of the Cochrane-Orcutt-estimator (English)
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3 January 2001
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Cochrane-Orcutt-estimator
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efficiency
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generalized least squares
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autoregressive process
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0.8880048990249634
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0.8836793899536133
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0.8816339373588562
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0.8108738660812378
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