Second-order expansion of mean squared error matrix of generalized least squares estimator with estimated parameters (Q3942263)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Second-order expansion of mean squared error matrix of generalized least squares estimator with estimated parameters |
scientific article |
Statements
Second-order expansion of mean squared error matrix of generalized least squares estimator with estimated parameters (English)
0 references
1982
0 references
autoregressive process
0 references
linear model
0 references