Moving average correction in a regression model

MaRDI QIDQ5271176zbMATH OpenFDO

Authors Warangkhana Keerativibool

Publication date 4 July 2017

zbMATH Keywords

first-order moving averagemean squared errorregression modeltransformation matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Untransformed first observation problem in regression model with moving average process

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