Regression analysis of dependent error models

DOI10.1017/S0004972700010066zbMath0583.62061MaRDI QIDQ3706359

Clyde A. McGilchrist

Publication date: 1986

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

biometryvariance componentscorrelation modelsgeneral linear regression modellikelihood proceduresfractional Gaussian processesrandom block structuresstationary error models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (1)

Updating linear models with dependent errors to include additional data and/or parameters

Cites Work

• GENERALIZED INVERSES USED IN RECURSIVE ESTIMATION OF THE GENERAL LINEAR MODEL1
• Estimation in regression models with stationary, dependent errors
• Recursive Residuals on a Rectangular Lattice
• Best Linear Recursive Estimation for Mixed Linear Models
• Stochastic Growth Curve Analysis
• Fractional Brownian Motions, Fractional Noises and Applications
• Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis

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