A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors (Q2930893)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors |
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A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors (English)
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20 November 2014
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asymptotic variance
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autoregression
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convergence rate
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efficiency
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simple linear regression
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time series
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