Nearest neighbor balanced block designs for autoregressive errors

DOI10.1007/s00184-020-00770-6zbMath1467.62134OpenAlexW2990115888MaRDI QIDQ2036297

Yanyan Li

Publication date: 28 June 2021

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://hal.sorbonne-universite.fr/hal-01850854v2/file/2018_09_29_KoneValibouze_ARM.pdf

zbMATH Keywords

autoregressive modelblock designgeneralized least squares estimationuniversally optimalnearest-neighbor balanced

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical block designs (62K10)

Cites Work

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• THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION

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