Untransformed first observation problem in regression model with moving average process

DOI10.1080/03610929408831425zbMath0850.62115OpenAlexW2007492047MaRDI QIDQ4843654

Askar H. Choudhury

Publication date: 17 August 1995

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

Full work available at URL: https://doi.org/10.1080/03610929408831425

zbMATH Keywords

autocorrelated errorsapproximate estimatorsAR error processExact GLS estimatorsMA error process

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• A note on the exact transformation associated with the first-order moving average process
• On the Retention of the First Observations in Serial Correlation Adjustment of Regression Models
• On a superiority problem in misspecified restricted linear models
• Linear Methods for Estimating Arma and Regression Models with Serial Correlation
• Generalized Least Squares with an Estimated Autocovariance Matrix
• Specification of the Disturbance for Efficient Estimation--An Extended Analysis

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