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Prediction in regression with autocorrelated normal and non-normal errors - MaRDI portal

Prediction in regression with autocorrelated normal and non-normal errors (Q3736746)

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Prediction in regression with autocorrelated normal and non-normal errors
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    Prediction in regression with autocorrelated normal and non-normal errors (English)
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    1986
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    autocorrelated normal and non-normal errors
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    generalized least squares predictor
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    maximum likelihood predictors
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    ordinary least squares
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    Cochrane-Orcutt estimator
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    simulation study
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    small sample properties
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    efficiency
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