A Note on the Estimation of the Adaptive Regression Model

DOI10.2307/2526425zbMath0409.62088OpenAlexW1982492418MaRDI QIDQ4197244

Greg Reinsel

Publication date: 1979

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526425

zbMATH Keywords

NormalityMaximum Likelihood EstimatorsAdaptive Regression ModelFirst-Order Moving Average ProcessGeneralized Least Squares Estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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