AN EXAMINATION OF ESTIMATED RESIDUALS IN A REGRESSION WITH AN INFINITE ORDER PARAMETRIC MODEL

DOI10.1081/STA-100106058zbMath0993.62075MaRDI QIDQ4541778

Yoshihiro Usami, Yasuyuki Toyooka

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

estimated generalized least squaresestimated residualsautoregression model of infinite order

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Cites Work

• On a spectral estimate obtained by an autoregressive model fitting
• Time series: theory and methods.
• Consistent autoregressive spectral estimates
• Regression Models with Time Series Errors
• CONVERGENCE OF LEAST SQUARES ESTIMATES OF AUTOREGRESSIVE PARAMETERS1

This page was built for publication: AN EXAMINATION OF ESTIMATED RESIDUALS IN A REGRESSION WITH AN INFINITE ORDER PARAMETRIC MODEL