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Dependence analysis of regression models in time series

✍ Scribed by Xuanhe Wang, Maochao Xu, Shengwang Meng


Book ID
118813911
Publisher
Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year
2012
Tongue
English
Weight
153 KB
Volume
25
Category
Article
ISSN
1009-6124

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Sequential procedures are proposed to estimate the regression parameters in a linear regression model with dependent residuals. The error process considered here is a linear process with unknown spectral density. The sequential point estimator for the regression parameters is based on the least-squa