Berkeley Symposium on Mathematical Statistics and Probability

Efficient estimation of regression coefficients in time series

T. W. Anderson

Full-text: Open access

Article information

Source
Proc. Sixth Berkeley Symp. on Math. Statist. and Prob., Vol. 1 (Univ. of Calif. Press, 1972), 471-482

Dates
First available in Project Euclid: 16 January 2008

Permanent link to this document
https://projecteuclid.org/ euclid.bsmsp/1200514107

Mathematical Reviews number (MathSciNet)
MR0403123

Zentralblatt MATH identifier
0259.62057

Subjects
Primary: 62M10: Time series, auto-correlation, regression, etc. [See also 91B84]
Secondary: 62J05: Linear regression

Citation

Anderson, T. W. Efficient estimation of regression coefficients in time series. Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume 1: Theory of Statistics, 471--482, University of California Press, Berkeley, Calif., 1972. https://projecteuclid.org/euclid.bsmsp/1200514107


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