ON THE ESTIMATION OF REGRESSION COEFFICIENTS IN THE CASE OF AN AUTOCORRELATED DISTURBANCE

被引:124
作者
GRENANDER, U
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1954年 / 25卷 / 02期
关键词
D O I
10.1214/aoms/1177728784
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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页码:252 / 272
页数:21
相关论文
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[1]   On the theory of stationary random processes [J].
Cramer, H .
ANNALS OF MATHEMATICS, 1940, 41 :215-230
[2]  
GRENANDER U, 1950, ARK MAT
[3]  
GRENANDER U, 1951, ARK MAT
[4]  
WOLD H, 1950, T INT I STATISTICS
[5]  
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