scientific article; zbMATH DE number 926553

MaRDI QIDQ4891948zbMATH OpenFDO

Authors Yoshihiro Usami, Mituaki Huzii

Publication date 24 February 1997

zbMATH Keywords

autoregressive modelconsistencygeneralized least squaresmisspecified covariance structuremodel fittingordinary least squares

Mathematics Subject Classification ID

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

Recommendations

• Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors
• Generalized least squares with misspecified serial correlation structures
• Weighted least squares estimators in possibly misspecified nonlinear regression
• Approximate Normality of Generalized Least Squares Estimates
• scientific article; zbMATH DE number 2147803

Cited in

(2)

• Comparison of the efficiency of least squares estimators in regression models for longitudinal data by simulations
• Comparison of Least Squares and Errors-in-Variables Regression, With Special Reference to Randomized Analysis of Covariance

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4891948)