A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors (Q2930893)
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scientific article; zbMATH DE number 6371622
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| English | A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors |
scientific article; zbMATH DE number 6371622 |
Statements
A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors (English)
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20 November 2014
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asymptotic variance
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autoregression
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convergence rate
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efficiency
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simple linear regression
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time series
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0.8341934084892273
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0.8063522577285767
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0.8036876916885376
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0.790546178817749
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