Generalized least squares transformation and estimation with autoregressive error (Q2479334)
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scientific article; zbMATH DE number 5254060
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| default for all languages | No label defined |
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| English | Generalized least squares transformation and estimation with autoregressive error |
scientific article; zbMATH DE number 5254060 |
Statements
Generalized least squares transformation and estimation with autoregressive error (English)
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26 March 2008
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Gaussian AR model
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GLS transformation
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NLS and QML estimation
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LR test
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0.8287948369979858
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0.7723084688186646
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0.7691579461097717
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0.7674402594566345
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0.7659802436828613
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