On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance

DOI: 10.1214/aoms/1177728784

The Annals of Mathematical Statistics

Data up to Jan 2025

Published1954

Citations190

References3

Fields

Mathematics Economics Biology Statistics Econometrics Applied mathematics

Total Citations Per Year

Abstract

References (3)

Stochastic processes and statistical inference

1950 • 418 citations

On the Theory of Stationary Random Processes

1940 • 257 citations

On Toeplitz forms and stationary processes

1952 • 18 citations

Cited By (0)

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On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance (1954) – The Annals of Mathematical Statistics | Metascience Observatory Explorer