Maximum likelihood estimation for linear regression models with autoregressive errors
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Cites work
- scientific article; zbMATH DE number 3687182 (Why is no real title available?)
- scientific article; zbMATH DE number 3434984 (Why is no real title available?)
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- Strong consistency of least squares estimates in dynamic models
- When is an altoregressive scheme stationary
Cited in
(19)- Estimating parameters in autoregressive models in non-normal situations: symmetric innovations
- ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS
- Maximum likelihood estimation of the autoregressive model by relaxation on the reflection coefficients
- Adaptive estimation of autoregression models under long-tailed symmetric distribution
- Optimality of the Maximum Likelihood Estimator in AR (p) Model Under a General Set-Up of the Roots
- Maximum likelihood estimators in regression models with infinite variance innovations
- Estimating parameters in autoregressive models with asymmetric innovations
- Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise.
- On the efficiency of regression analysis with AR(p) errors
- scientific article; zbMATH DE number 98534 (Why is no real title available?)
- QML estimators in linear regression models with functional coefficient autoregressive processes
- Autoregressive models with short-tailed symmetric distributions
- Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms
- Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood
- Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
- Regression with autoregressive errors-some asymptotic results
- The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance
- scientific article; zbMATH DE number 3967699 (Why is no real title available?)
- Exact maximum likelihood regression estimation with \(\text{ARMA}(n,n-1)\) errors
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