Autor:	J. M. Bosson Brou, Kern O. Kymn, Eugene Kouassi
Rok vydání:	2011
Předmět:	Autocorrelation matrix Autocorrelation technique Component (UML) Autocorrelation Statistics Applied mathematics Remainder Moving-average model Partial autocorrelation function Term (time) Mathematics
Zdroj:	Open Journal of Statistics. :185-198
ISSN:	2161-7198 2161-718X
DOI:	10.4236/ojs.2011.13022
Popis:	In this paper, we extend the works by [1-5] accounting for autocorrelation both in the time specific effect as well as the remainder error term. Several transformations are proposed to circumvent the double autocorrelation problem in some specific cases. Estimation procedures are then derived.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::7094c668cec3b39ae54586ff0aee33b0 https://doi.org/10.4236/ojs.2011.13022 Zobrazit plný text záznamu