Pages that link to "Item:Q5829429"

The following pages link to On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance (Q5829429):

Displaying 47 items.

• Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
• Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
• The geometry of statistical efficiency and matrix statistics (Q933894) (← links)
• Sampling distribution for a class of estimators for nonregular linear processes (Q1061436) (← links)
• Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation (Q1062705) (← links)
• Estimates of linear regression coefficients on a homogeneous random field (Q1135599) (← links)
• M-estimators in linear models with long range dependent errors (Q1198999) (← links)
• Adaptive estimation in time series regression models (Q1203090) (← links)
• Testing the exogeneity specification in the complete dynamic simultaneous equation model (Q1256287) (← links)
• Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (Q1274707) (← links)
• Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors (Q1326344) (← links)
• Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated (Q1331869) (← links)
• On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters (Q1600713) (← links)
• Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum (Q1729565) (← links)
• Controlling the size of autocorrelation robust tests (Q1739596) (← links)
• Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs (Q1768124) (← links)
• Sequential estimation for time series regression models (Q1877837) (← links)
• Testing for structural change in a long-memory environment (Q1906291) (← links)
• On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
• Asymptotic behavior of the variance of the best linear unbiased estimator for the mean of a discrete-time singular stationary process (Q2173213) (← links)
• Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model (Q2240079) (← links)
• Multivariate time series analysis (Q2264530) (← links)
• The BLUE in continuous-time regression models with correlated errors (Q2313274) (← links)
• Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)
• Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs (Q2329855) (← links)
• On multivariate nonlinear regression models with stationary correlated errors (Q2382900) (← links)
• A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors (Q2930893) (← links)
• Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular (Q2960455) (← links)
• Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane (Q3387875) (← links)
• Equivalent sample sizes in time series regressions (Q3497818) (← links)
• On the efficiency of regression analysis with AR(<i>p</i>) errors (Q3532705) (← links)
• Evaluation of Linear Trend Tests Using Resampling Techniques (Q3625316) (← links)
• ON THE EFFICIENCY OF THE SAMPLE MEAN IN LONG-MEMORY NOISE (Q3777276) (← links)
• Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (Q3833469) (← links)
• Some recent developments in the analysis of component models for economic time series (Q4144645) (← links)
• Predicting hospital census using time series regression methods (Q4197948) (← links)
• OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(<i>p</i>)-DISTURBANCES (Q4540719) (← links)
• On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters (Q5018762) (← links)
• On Singular Spectrum Analysis And Stepwise Time Series Reconstruction (Q5111778) (← links)
• A seasonal analysis of riverflow trends (Q5290904) (← links)
• M-estimates for stationary and scaled residuals (Q5324842) (← links)
• Simple linear regression with multiple level shifts (Q5449244) (← links)
• NONPARAMETRIC INFERENCE FOR UNBALANCED TIME SERIES DATA (Q5697628) (← links)
• Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series (Q5737471) (← links)
• Classification of Gaussian random processes using a simple linear discriminant and its application to seismic differentiation (Q5903984) (← links)
• Classification of Gaussian random processes using a simple linear discriminant and its application to seismic differentiation (Q5966493) (← links)
• Regularized nonlinear regression with dependent errors and its application to a biomechanical model (Q6496586) (← links)