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The Effect of the First Observation in Regression Models with First-Order Autoregressive Disturbances - MaRDI portal

The Effect of the First Observation in Regression Models with First-Order Autoregressive Disturbances (Q3876878)

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The Effect of the First Observation in Regression Models with First-Order Autoregressive Disturbances
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    The Effect of the First Observation in Regression Models with First-Order Autoregressive Disturbances (English)
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    1978
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    effect of first observation
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    regression models
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    first-order autoregressive disturbances
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    recursive residual
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    Kalman filtering
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