An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
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DOI：
10.1111/1467-9892.00109
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发表时间：
1998-09
影响因子：
0.9
通讯作者：
A. Schick
中科院分区：
文献类型：
--
作者：
A. Schick
本文在误差变量服从一阶平稳自回归过程的回归模型中，构造了自相关系数的自适应估计。非参数，添加剂和半参数回归模型的例子进行了讨论。
In this paper an adaptive estimator of the autocorrelation coefficient is constructed in regression models whose error variables follow a stationary autoregressive process of order 1. Examples of nonparametric, additive and semiparametric regression models are discussed.