Bias approximations for covariance parameter estimators in the linear model with ar(1) errors

DOI10.1080/03610928908829907zbMath0696.62288OpenAlexW2048815658MaRDI QIDQ3474072

Lonnie Magee

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829907

zbMATH Keywords

variance estimationlinear regression modelsecond-order biasautocorrelation coefficient estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items

Bias correction in ARMA models

Cites Work

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