A computationally attractive method for estimating the linear regression model with autoregressive moving average disturbances
type: Item
instance of: scholarly article
title: A computationally attractive method for estimating the linear regression model with autoregressive moving average disturbances
zbMATH Open document ID: 0831.62063
author: Askar H. Choudhury
author: Simon Power
author: Robert D. St. Louis
published in: Metron
publication date: 1995-12-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 813799
zbMATH Keywords: tables
zbMATH Keywords: sums of squares
zbMATH Keywords: ARMA (1,1) disturbances
zbMATH Keywords: generalized least squares
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: relative efficiency comparisons
zbMATH Keywords: ordinary least squares
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 813799