Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors
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Publication:4416334
DOI10.1081/SAC-120017863zbMath1081.62549MaRDI QIDQ4416334
Pierre Dutilleul, Gülhan Alpargu
Publication date: 31 July 2003
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sac-120017863
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
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