An efficient generalized least squares algorithm for periodic trended regression with autoregressive errors (Q5962634)
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scientific article; zbMATH DE number 6541593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient generalized least squares algorithm for periodic trended regression with autoregressive errors |
scientific article; zbMATH DE number 6541593 |
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An efficient generalized least squares algorithm for periodic trended regression with autoregressive errors (English)
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15 February 2016
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big data
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dimension reduction
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model with autocorrelated errors
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periodic trended time series regression
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numerical examples
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generalized least squares estimators
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algorithm
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