Estimation of the autocorrelation coefficient in the presence of a regression trend

DOI10.1016/0167-7152(94)00034-4zbMath0805.62044OpenAlexW2036220390MaRDI QIDQ1341371

Anton Schick

Publication date: 9 January 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00034-4

zbMATH Keywords

semiparametric regressionleast squares estimatornonparametric regressionadditive regressionautocorrelation parameterautoregressive error process

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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