Influence measures in ridge regression when the error terms follow an AR(1) process (Q311286)

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scientific article; zbMATH DE number 6630922
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English
Influence measures in ridge regression when the error terms follow an AR(1) process
scientific article; zbMATH DE number 6630922

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    Influence measures in ridge regression when the error terms follow an AR(1) process (English)
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    29 September 2016
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    autocorrelation
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    regression diagnostics
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    ridge estimator
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    multicollinearity
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    generalized least squares estimator
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