Prediction in regression with autocorrelated normal and non-normal errors (Q3736746)
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scientific article; zbMATH DE number 3969926
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| default for all languages | No label defined |
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| English | Prediction in regression with autocorrelated normal and non-normal errors |
scientific article; zbMATH DE number 3969926 |
Statements
Prediction in regression with autocorrelated normal and non-normal errors (English)
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1986
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autocorrelated normal and non-normal errors
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generalized least squares predictor
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maximum likelihood predictors
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ordinary least squares
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Cochrane-Orcutt estimator
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simulation study
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small sample properties
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efficiency
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0.7815966010093689
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0.765654444694519
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0.7609619498252869
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0.7482821941375732
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