Nonlinear Regression with Autoregressive Time Series Errors

DOI10.2307/2530503zbMath0424.62063OpenAlexW2325680794MaRDI QIDQ3859150

Chris A. Glasbey

Publication date: 1980

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2530503

zbMATH Keywords

nonlinear regressionasymptotically efficient estimatorspartial autocorrelationsautoregressive time series errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

Related Items (4)

Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors ⋮ A Robust Bayesian Random Effects Model for Nonlinear Calibration Problems ⋮ Polynomial tapered two-stage least squares method in nonlinear regression ⋮ An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems

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