Pages that link to "Item:Q1877837"
From MaRDI portal
The following pages link to Sequential estimation for time series regression models (Q1877837):
Displaying 12 items.
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes (Q477916) (← links)
- Sequential estimation in regression models using analogues of trimmed means (Q753363) (← links)
- James-Stein estimators for time series regression models (Q855910) (← links)
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors (Q1206715) (← links)
- Sequential estimation for time series regression models (Q1877837) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
- Sequential estimation of the parameters of regression model (Q2508807) (← links)
- A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS (Q3028146) (← links)
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169472) (← links)
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169474) (← links)
