Residuals Based Estimators of the Covariogram

DOI10.1080/02331889508802490zbMATH Open0812.62090OpenAlexW2032942588MaRDI QIDQ4763485FDOQ4763485

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

Recommendations

• Multivariate analysis of covariance based on residuals
• Non-parametric estimation of residual moments and covariance
• Residuals for the Linear Model With General Covariance Structure
• Robust covariance estimates based on resampling
• Residual estimators
• Nonparametric estimation of residual variance revisited

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)

Cites Work

• Median based covariogram estimators reduce bias
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimators of covariances in time series models
• RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL WITH DEPENDENT ERRORS AND MULTIPLE ADDITIONAL OBSERVATIONS1

Cited In (3)

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

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