Pages that link to "Item:Q5384673"
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The following pages link to Asymptotic distribution of least square estimators for linear models with dependent errors (Q5384673):
Displaying 14 items.
- Precise asymptotics for the first moment of the error variance estimator in linear models (Q926782) (← links)
- Asymptotic properties of least-squares estimates in stochastic regression models (Q1068496) (← links)
- The limiting distribution of least squares in an errors-in-variables regression model (Q1091692) (← links)
- Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
- Asymptotic distribution of least squares estimators for linear models with dependent errors: regular designs (Q2633514) (← links)
- Asymptotic theory of least distances estimate in multivariate linear models (Q3200399) (← links)
- (Q3485760) (← links)
- (Q3577415) (← links)
- The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution (Q3622079) (← links)
- On the asymptotic distribution of weighted least squares estimators (Q3783395) (← links)
- (Q3821425) (← links)
- Asymptotic properties of the minimum sum of absolute errors estimators in a dose-response model (Q4349755) (← links)
- SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (Q5071683) (← links)
- Huber-Dutter estimation of linear models with dependent errors (Q6641354) (← links)
