Nonlinear Regression with Autoregressive Time Series Errors

DOI10.2307/2530503MaRDI QIDQ3859150zbMATH OpenOpenAlexFDO

Authors C. A. Glasbey

Publication date 1980

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2530503

zbMATH Keywords

asymptotically efficient estimatorsautoregressive time series errorsnonlinear regressionpartial autocorrelations

Mathematics Subject Classification ID

General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(4)

• An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems
• Polynomial tapered two-stage least squares method in nonlinear regression
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
• A robust Bayesian random effects model for nonlinear calibration problems

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