Predictive inference for linear and multivariate linear models with ma(1) error processes
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Publication:4337319
DOI10.1080/03610929708831919zbMath0900.62485OpenAlexW2085307000MaRDI QIDQ4337319
B. M. Golam Kibria, M. Safiul Haq
Publication date: 19 May 1997
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929708831919
multivariate \(t\)-distributionprediction regionsprediction distributionmarginal likelihood functionfirst order moving average process
Related Items (2)
Predictive inference for singular multivariate elliptically contoured distributions ⋮ Predictive inference for the elliptical linear model
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