Some remarks on regression with autoregressive errors and their residual processes (Q3771451)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Some remarks on regression with autoregressive errors and their residual processes |
scientific article |
Statements
Some remarks on regression with autoregressive errors and their residual processes (English)
0 references
1987
0 references
linear regression
0 references
residuals
0 references
Brownian motion
0 references
AR(p) stationary causal random process
0 references
residual partial sum process
0 references
polynomial regression
0 references
polynomial plus centered periodic component regression
0 references
differencing
0 references
Brownian bridge
0 references
limit processes
0 references