Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated (Q1331869)
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scientific article; zbMATH DE number 626221
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated |
scientific article; zbMATH DE number 626221 |
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Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated (English)
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30 October 1994
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ordinary least squares
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generalized least squares
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stationary AR(1) disturbances
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polynomial regressions
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lower bounds
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polynomial trend model
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