scientific article; zbMATH DE number 4182656

zbMATH Open0717.62082MaRDI QIDQ5748780FDOQ5748780

Authors: Kuldeep Kumar Saxena, Om Prakash Srivastava 

Publication date: 1990

Title of this publication is not available (Why is that?)

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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)

Cited In (8)

• Title not available (Why is that?)
• Large sample inference for a multivariate linear model with autocorrelated errors
• Ridge Estimation in Linear Models with Autocorrelated Errors
• Title not available (Why is that?)
• LAD estimation with random coefficient autocorrelated errors.
• Statistical Estimates in Linear Regression Models with Correlated Observation Errors
• The jackknife and regression with \(AR(1)\) errors
• Jackknife estimation of stationary autoregressive models

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