Asymptotic Distribution of Maximum Likelihood Estimators in a Linear Model With Autoregressive Disturbances
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Publication:5562459
DOI10.1214/aoms/1177697726zbMath0174.22801OpenAlexW2029499428MaRDI QIDQ5562459
Publication date: 1969
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697726
Related Items (5)
Structural inference for linear regression with autocorrelated errors ⋮ Regression with autoregressive errors-some asymptotic results ⋮ Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations ⋮ Uncorrelated residuals from linear models ⋮ Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation
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