Predictive inference for linear and multivariate linear models with MA(1) error processes Article

Haq, MS, Kibria, BMG. (1997). Predictive inference for linear and multivariate linear models with MA(1) error processes . COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 26(2), 331-353. 10.1080/03610929708831919

cited authors

  • Haq, MS; Kibria, BMG

sustainable development goals

authors

publication date

  • January 1, 1997

published in

keywords

  • Mathematics
  • Physical Sciences
  • REGRESSION MODEL
  • Science & Technology
  • Statistics & Probability
  • first order moving average process
  • marginal likelihood function
  • multivariate t-distribution
  • prediction distribution
  • prediction regions

Digital Object Identifier (DOI)

publisher

  • MARCEL DEKKER INC

start page

  • 331

end page

  • 353

volume

  • 26

issue

  • 2