Concepedia

Estimating parameters in autoregressive models with asymmetric innovations

Wing‐Keung Wong, Guorui Bian

Statistics & Probability Letters · 2004 · 56 citations · 33 references

DOI

Concepts

References

33

Time Series Analysis.

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Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms

Donald Cochrane, Guy H. Orcutt · Journal of the American Statistical Association · 1949 · 1.4K citations

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Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms

D. Cochrane, G. H. Orcutt · Journal of the American Statistical Association · 1949 · 552 citations

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Estimation of Parameters in Time-Series Regression Models

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