A Note on the Estimation of Autocorrelation in Repeated Measurements

DOI10.1081/STA-120029830zbMath1114.62317OpenAlexW2011460034MaRDI QIDQ3155318

Genming Shi, Narasinga Rao Chaganty

Publication date: 14 January 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120029830

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items

Estimation Methods for an Autoregressive Familial Correlation Structure, Adaptation of Quasi-Least Squares to Estimate Correlations within a Nuclear Family, Bivariate doubly inflated Poisson models with applications

Cites Work

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• Analysis of Serially Correlated Data Using Quasi-Least Squares