The estimation of a lagged regression relation

DOI10.1093/BIOMET/54.3-4.409MaRDI QIDQ5543908zbMATH OpenOpenAlexFDO

Authors E. J. Hannan

Publication date 1967

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/54.3-4.409

zbMATH Keywords

statistics

Cited in

(7)

• Regresion espectral sesgada
• Consistent order selection with strongly dependent data and its application to efficient estimation.
• Time series regression with long-range dependence
• TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION
• Time series analysis of covariance based on linear transfer function models
• Finite-parameter approximations to frequency response function
• A bootstrap causality test for covariance stationary processes

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