Estimation of variances in orthogonal finite discrete spectrum linear regression models
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Publication:814848
DOI10.1007/S001840300299zbMath1083.62079OpenAlexW2168399107MaRDI QIDQ814848
František Štulajter, Viktor Witkovský
Publication date: 8 February 2006
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001840300299
maximum likelihood estimationTime seriesrestricted maximum likelihood estimationinvariant quadratic estimators of variance components
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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