Conditional Information in Projections of Gaussian Vectors

DOI10.1080/03610920802204508zbMath1159.62006OpenAlexW2008220984MaRDI QIDQ3622051

Patrick Marsh

Publication date: 23 April 2009

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

Full work available at URL: https://doi.org/10.1080/03610920802204508

zbMATH Keywords

regressionautoregressionmoving average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Finite sample power of linear regression autocorrelation tests
• THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
• Integration Versus Trend Stationary in Time Series
• Orthogonality and transformations in variance components models
• Information, ancillarity, and sufficiency in the presence of nuisance parameters
• Time Series Regression with a Unit Root

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