Residuals Based Estimators of the Covariogram

DOI10.1080/02331889508802490MaRDI QIDQ4763485zbMATHOpenAlexFDO

Authors Martin O. Grondona, Noel Cressie

Publication date 10 April 1995

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889508802490

zbMATH Keywords

predictionexpectationsrecursive residualsARMA processcorrelated errorspolynomial trendcovariogram estimatorsordinary- least-squares residualssecond- order stationary errors

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Multivariate analysis of covariance based on residuals
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Cites work

• scientific article; zbMATH DE number 52492 (Why is no real title available?)
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Estimators of covariances in time series models
• Median based covariogram estimators reduce bias
• RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1

Cited in

(3)

• Multivariate analysis of covariance based on residuals
• Median based covariogram estimators reduce bias
• Residual coefficient of variation and some characterization results

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