Structural inference for linear regression with autocorrelated errors

Benjamin Reiser

doi:10.1007/bf02922918

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Structural inference for linear regression with autocorrelated errors

Benjamin Reiser

Year: 1975 Journal: Statistische Hefte Vol: 16 (2)Pages: 85-104 Publisher: Springer Nature

DOI: 10.1007/bf02922918

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Keywords:

Autoregressive model Inference Mathematics Autocorrelation Statistics Econometrics Linear regression Likelihood function Marginal likelihood Regression Regression analysis Markov chain Computer science Maximum likelihood Artificial intelligence

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Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Probabilistic and Robust Engineering Design

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

Statistical and Computational Modeling

Physical Sciences → Computer Science → Artificial Intelligence

Structural inference for linear regression with autocorrelated errors

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