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Testing Model Adequacy for Some Markov Regression Models for Time Series

โœ Scribed by W. K. Li


Book ID
124299715
Publisher
Oxford University Press
Year
1991
Tongue
English
Weight
817 KB
Volume
78
Category
Article
ISSN
0006-3444

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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