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Linear regression with stationary errors : the R package slm - MaRDI portal

Linear regression with stationary errors : the R package slm

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Publication:135230

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DOI10.48550/ARXIV.1906.06583arXiv1906.06583MaRDI QIDQ135230

Jérôme Dedecker, Bertrand Michel, Emmanuel Caron

Publication date: 15 June 2019

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to computer science (68-01)

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