Estimation in regression models with stationary, dependent errors
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Publication:3667803
DOI10.1080/03610928108828210zbMath0518.62072MaRDI QIDQ3667803
Clyde A. McGilchrist, R. L. Sandland, Leslie J. Hills
Publication date: 1981
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928108828210
time series; maximum likelihood estimator; regression models; recursive estimations; recursive residuals; stationary Gaussian sequence; method of scoring; stationary dependent errors
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G20: Generalized stochastic processes
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