Bias of ml and reml estimators in regression models with arma errors

Author:

McGilchrist C.A.

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Reference7 articles.

1. Allen O. B. Estimation of the Autoregressive Parameter form Short Replicated Time Series with a Different Trend University of Guelph statistical 1986 series 1986-1989

2. Estimation in regression models with stationary, dependent errors

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