RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1

DOI10.1111/j.1467-842X.1985.tb00560.xzbMath0568.62064MaRDI QIDQ3685027

Stephen J. Haslett

Publication date: 1985

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

recursive estimation; general linear model; dependent errors; additional observations; Computational formulae; known second order properties; testing the constancy of the regression relation; univariate recursive residuals

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

Related Items

Residuals Based Estimators of the Covariogram, Updates of statistics in a general linear model: a statistical interpretation and applications, New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank, Changes in the general linear model: A unified approach, On the Kalman filter with possibly degenerate and correlated errors, Updating linear models with dependent errors to include additional data and/or parameters, Inclusion and exclusion of data or parameters in the general linear model, Generalized inverses in recursive least squares estimation with multiple additional observations