Least squares estimation in dynamic-disturbance time series models
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Publication:5641926
DOI10.1093/biomet/59.1.73zbMath0233.62021OpenAlexW2076390021MaRDI QIDQ5641926
Publication date: 1972
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/59.1.73
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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