On the efficiency of regression analysis with AR(p) errors

Journal of Applied Statistics

Volumn 35, Issue 7, 2008, Pages 717-737

  Alpuim, Teresa ^a   El Shaarawi, Abdel ^b  

^a UNIVERSITY OF LISBON   (Portugal)

^b ENVIRONMENT CANADA   (Canada)

Author keywords

Autoregressive stationary process; Least squares; Linear difference equation; Linear regression; Maximum likelihood; Seasonality; Trend

Indexed keywords

EID: 46249127019     PISSN: 02664763     EISSN: 13600532     Source Type: Journal    
DOI: 10.1080/02664760600679775     Document Type: Article

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