Pages that link to "Item:Q2479334"
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The following pages link to Generalized least squares transformation and estimation with autoregressive error (Q2479334):
Displaying 7 items.
- A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances (Q673563) (← links)
- A transformation for heteroscedastic error components regression models (Q900167) (← links)
- A transformation that will circumvent the problem of autocorrelation in an error-component model (Q1176603) (← links)
- A generalized least squares estimation method for invertible vector moving average models (Q1389414) (← links)
- Untransformed first observation problem in regression model with moving average process (Q4843654) (← links)
- On the estimation of an autoregressive parameter on the basis of the generalized method of least squares (Q4891250) (← links)
- An efficient generalized least squares algorithm for periodic trended regression with autoregressive errors (Q5962634) (← links)