Estimation in regression models with stationary, dependent errors (Q3667803)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Estimation in regression models with stationary, dependent errors
scientific article

    Statements

    Estimation in regression models with stationary, dependent errors (English)
    0 references
    0 references
    0 references
    0 references
    1981
    0 references
    0 references
    regression models
    0 references
    stationary dependent errors
    0 references
    time series
    0 references
    method of scoring
    0 references
    recursive estimations
    0 references
    recursive residuals
    0 references
    stationary Gaussian sequence
    0 references
    maximum likelihood estimator
    0 references
    0 references