Prediction in regression with autocorrelated normal and non-normal errors

DOI10.1080/03610918608812500zbMath0601.62088OpenAlexW1970453437MaRDI QIDQ3736746

U. L. Gouranga Rao, Saleh Amirkhalkhali

Publication date: 1986

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918608812500

zbMATH Keywords

efficiencysimulation studyordinary least squaressmall sample propertiesCochrane-Orcutt estimatormaximum likelihood predictorsautocorrelated normal and non-normal errorsgeneralized least squares predictor

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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