scientific article; zbMATH DE number 3818921

zbMATH Open0517.62088MaRDI QIDQ3666097FDOQ3666097

Authors: Yasuyuki Toyooka 

Publication date: 1983

Title of this publication is not available (Why is that?)

zbMATH Keywords

generalized least squares estimatorlocation modelfirst order autoregressive processestimated residualssecond order expansion of mean squared error

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (1)

• Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation

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