Second-order expansion of mean squared error matrix of generalized least squares estimator with estimated parameters (Q3942263)
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scientific article; zbMATH DE number 3759399
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| English | Second-order expansion of mean squared error matrix of generalized least squares estimator with estimated parameters |
scientific article; zbMATH DE number 3759399 |
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Second-order expansion of mean squared error matrix of generalized least squares estimator with estimated parameters (English)
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1982
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autoregressive process
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linear model
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