On variance-covariance components estimation in linear models with AR(1) disturbances.

Witkovský, V.

Acta Mathematica Universitatis Comenianae. New Series (1996)

  • Volume: 65, Issue: 1, page 129-139
  • ISSN: 0862-9544

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Witkovský, V.. "On variance-covariance components estimation in linear models with AR(1) disturbances.." Acta Mathematica Universitatis Comenianae. New Series 65.1 (1996): 129-139. <http://eudml.org/doc/119166>.

@article{Witkovský1996,
author = {Witkovský, V.},
journal = {Acta Mathematica Universitatis Comenianae. New Series},
keywords = {autoregressive disturbances; variance-covariance components; minimum norm; quadratic estimation; maximum likelihood estimation; Fisher scoring algorithm; MINQE(I); LMINQE(I); AR(1); MLE; FSA; locally optimum quadratic plus constant invariant estimators},
language = {eng},
number = {1},
pages = {129-139},
publisher = {Comenius University Press},
title = {On variance-covariance components estimation in linear models with AR(1) disturbances.},
url = {http://eudml.org/doc/119166},
volume = {65},
year = {1996},
}

TY - JOUR
AU - Witkovský, V.
TI - On variance-covariance components estimation in linear models with AR(1) disturbances.
JO - Acta Mathematica Universitatis Comenianae. New Series
PY - 1996
PB - Comenius University Press
VL - 65
IS - 1
SP - 129
EP - 139
LA - eng
KW - autoregressive disturbances; variance-covariance components; minimum norm; quadratic estimation; maximum likelihood estimation; Fisher scoring algorithm; MINQE(I); LMINQE(I); AR(1); MLE; FSA; locally optimum quadratic plus constant invariant estimators
UR - http://eudml.org/doc/119166
ER -

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