scientific article; zbMATH DE number 3818921

MaRDI QIDQ3666097zbMATH OpenFDO

Authors Yasuyuki Toyooka

Publication date 1983

zbMATH Keywords

estimated residualsfirst order autoregressive processgeneralized least squares estimatorlocation modelsecond 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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