scientific article; zbMATH DE number 4182656

MaRDI QIDQ5748780zbMATH OpenFDO

Authors Kuldeep Kumar Saxena, Om Prakash Srivastava

Publication date 1990

zbMATH Keywords

hypothesis testinglinear modelordinary least squares estimatorautocorrelation coefficientMonte-Carlo studyjackknife estimatorfirst order autoregressive scheme

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(8)

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• Large sample inference for a multivariate linear model with autocorrelated errors
• Ridge Estimation in Linear Models with Autocorrelated Errors
• scientific article; zbMATH DE number 1931028 (Why is no real title available?)
• LAD estimation with random coefficient autocorrelated errors.
• The jackknife and regression with \(AR(1)\) errors
• Statistical Estimates in Linear Regression Models with Correlated Observation Errors
• Jackknife estimation of stationary autoregressive models

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