Efficient estimation of regression coefficients in time series
T. W. Anderson
Source: Proc. Sixth Berkeley Symp. on Math. Statist. and Prob., Vol. 1 (Univ. of Calif. Press, 1972), 471-482.
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Primary Subjects: 62M10
Secondary Subjects: 62J05
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.bsmsp/1200514107
Zentralblatt MATH identifier:
0259.62057
Mathematical Reviews number (MathSciNet):
MR0403123
Berkeley Symposium on Mathematical Statistics and Probability