✦ LIBER ✦

Estimation of linear regression coeficcients in time series

✍ Scribed by Akiko Mine

Publisher: Springer Japan
Year: 1954
Tongue: English
Weight: 363 KB
Volume: 6
Category: Article
ISSN: 0020-3157
DOI: 10.1007/bf02905912

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Sequential estimation for time series re

Sequential estimation for time series regression models

✍ Takayuki Shiohama; Masanobu Taniguchi 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 297 KB

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

Efficient robust estimation of time-seri

Efficient robust estimation of time-series regression models

✍ Pavel Čížek 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 173 KB

An orthogonal series estimate of time-va

An orthogonal series estimate of time-varying regression

✍ Wŀodzimierz Greblicki; Danuta Rutkowska; Leszek Rutkowski 📂 Article 📅 1983 🏛 Springer Japan 🌐 English ⚖ 524 KB

Change detection in linear regression wi

Change detection in linear regression with time series errors

✍ Edit Gombay 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 French ⚖ 221 KB

On the calculation of cumulants of estim

On the calculation of cumulants of estimators arising from a linear time series regression model

✍ Hong-Ching Zhang; Paul Shaman 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 641 KB

Estimation of multivariate non-linear ti

Estimation of multivariate non-linear time series models

✍ A. Thavaneswaran; Bovas Abraham 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 724 KB