Untransformed first observation problem in regression model with moving average process

DOI10.1080/03610929408831425MaRDI QIDQ4843654zbMATH OpenOpenAlexFDO

Authors Askar H. Choudhury

Publication date 17 August 1995

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929408831425

zbMATH Keywords

approximate estimatorsAR error processautocorrelated errorsExact GLS estimatorsMA error process

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A note on the exact transformation associated with the first-order moving average process
• Generalized Least Squares with an Estimated Autocovariance Matrix
• scientific article; zbMATH DE number 3781344 (Why is no real title available?)
• Linear Methods for Estimating Arma and Regression Models with Serial Correlation
• On a superiority problem in misspecified restricted linear models
• On the Retention of the First Observations in Serial Correlation Adjustment of Regression Models
• Specification of the Disturbance for Efficient Estimation--An Extended Analysis

Cited in

(1)

• Moving average correction in a regression model

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