Statistics for Modern Business Decisions (2nd ed.).

DOI10.2307/2286370zbMath0411.62062OpenAlexW2331993380MaRDI QIDQ4197928

T. W. Anderson

Publication date: 1979

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2286370

zbMATH Keywords

estimationsufficient statisticsautoregressive processesrepeated measurementstime-seriesChi-squared testsMarkov-chainsMcmillan- degree

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Canonical structure (93B10) Identification in stochastic control theory (93E12) Sufficient statistics and fields (62B05)

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Parameter estimation in a stationary autoregressive process with correlated multiple observations ⋮ Large sample inference for a multivariate linear model with autocorrelated errors ⋮ Large sample estimation in nonstationary autoregressive processes with multiple observations ⋮ Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice ⋮ The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence ⋮ A single series representation of multiple independent ARMA processes ⋮ Unnamed Item ⋮ Inference for unit roots in dynamic panels where the time dimension is fixed ⋮ A note on autoregressive error components models ⋮ Large sample inference based on multiple observations from nonlinear autoregressive processes

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