Structural inference for linear regression with autocorrelated errors

DOI10.1007/BF02922918zbMath0308.62058OpenAlexW3014136059WikidataQ57090371 ScholiaQ57090371MaRDI QIDQ4066412

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Publication date: 1975

Published in: Statistische Hefte (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02922918

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Foundations and philosophical topics in statistics (62A01)

Related Items (1)

Struktur-Inferenz an drei Beispielen

Cites Work

• On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process
• Asymptotic Distribution of Maximum Likelihood Estimators in a Linear Model With Autoregressive Disturbances
• Structural Analysis for the First Order Autoregressive Stochastic Models
• Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases
• Estimation of autoregressive parameters from a marginal likelihood function
• Analysis of correlated random effects: linear model with two random components
• Distribution of the Circular Serial Correlation Coefficient for Residuals from a Fitted Fourier Series
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• EXPERIMENTAL DESIGNS FOR SERIALLY CORRELATED OBSERVATIONS
• THE AUTOCORRELATION FUNCTION AND THE SPECTRAL DENSITY FUNCTION
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