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
✦ LIBER ✦
Efficient robust estimation of time-series regression models
✍ Scribed by Pavel Čížek
- Publisher
- Springer-Verlag
- Year
- 2008
- Tongue
- English
- Weight
- 173 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0862-7940
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