Linear relations in time series models. I

DOI10.1016/0047-259X(76)90018-XzbMath0347.62068MaRDI QIDQ1234151

K. Appert

Publication date: 1976

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

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

62J99: Linear inference, regression

62A01: Foundations and philosophical topics in statistics

62E10: Characterization and structure theory of statistical distributions

62M99: Inference from stochastic processes

Related Items

Inference for an anisotropic diffusion model, Linear relations in time series models. II

Cites Work

• Bayesian inference in error-in-variables models
• Linear relations in time series models. II
• Bayesian Inference in Linear Relations
• A Special Group Structure and Equivariant Estimation
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