scientific article; zbMATH DE number 1389758
From MaRDI portal
zbMATH Open0945.62087MaRDI QIDQ4934211FDOQ4934211
Authors: Zhongping Sheng, Zhenghua Lin, Jiasong Wang
Publication date: 11 October 2000
Title of this publication is not available (Why is that?)
Recommendations
- A note on an iterative least-squares estimation method for ARMA and VARMA models
- scientific article; zbMATH DE number 5018757
- Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
- REGRESSION, AUTOREGRESSION MODELS
- LEVINSON-TYPE RECURSIVE ALGORITHMS FOR LEAST-SQUARES AUTOREGRESSION
Cited In (8)
- Estimating coefficients of two-phase linear regression model with autocorrelated errors
- Title not available (Why is that?)
- On the estimation of an autoregressive parameter on the basis of the generalized method of least squares
- REGRESSION, AUTOREGRESSION MODELS
- R-estimation in autoregression with square-integrable score function
- Efficiency of iterative estimators in the regression model with AR(1) disturbances
- Title not available (Why is that?)
- Title not available (Why is that?)
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 Q4934211)