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Generalized least squares transformation and estimation with autoregressive error - MaRDI portal

Generalized least squares transformation and estimation with autoregressive error (Q2479334)

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Generalized least squares transformation and estimation with autoregressive error
scientific article

    Statements

    title
    Generalized least squares transformation and estimation with autoregressive error (English)
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    publication date
    26 March 2008
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    zbMATH Keywords
    Gaussian AR model
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    GLS transformation
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    NLS and QML estimation
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    LR test
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    Identifiers

    Mathematics Subject Classification ID
    62J05
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    62M10
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    62F10
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    zbMATH DE Number
    5254060
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    OpenAlex ID
    W2019499661
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