ROBUSTNESS OF DESIGN AGAINST AUTO-CORRELATION IN TIME .2. OPTIMALITY, THEORETICAL AND NUMERICAL RESULTS FOR THE 1ST-ORDER AUTOREGRESSIVE PROCESS

被引：17

作者：

BICKEL, PJ

HERZBERG, AM

SCHILLING, MF

机构：

[1] UNIV LONDON IMPERIAL COLL SCI & TECHNOL,DEPT MATH,LONDON SW7 2AZ,ENGLAND

[2] UNIV SO CALIF,DEPT MATH,LOS ANGELES,CA 90007

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1981年 / 76卷 / 376期

关键词：

D O I：

10.2307/2287582

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：870 / 877

页数：8

共 14 条

[1] TESTING FOR 4TH-ORDER AUTO-CORRELATION IN REGRESSION DISTURBANCES WHEN 1ST-ORDER AUTO-CORRELATION IS PRESENT
KING, ML
[J]. JOURNAL OF ECONOMETRICS, 1989, 41 (03) : 285 - 301
[2] A CONTINUOUS-TIME APPROXIMATION TO THE UNSTABLE 1ST-ORDER AUTOREGRESSIVE PROCESS - THE CASE WITHOUT AN INTERCEPT
PERRON, P
[J]. ECONOMETRICA, 1991, 59 (01) : 211 - 236
[3] ON THE SYNTACTICOSEMANTICAL COMPLETENESS OF 1ST-ORDER FUZZY-LOGIC .2. MAIN RESULTS
NOVAK, V
[J]. KYBERNETIKA, 1990, 26 (02) : 134 - 154
[4] PERFORMANCE OF THE DURBIN-WATSON TEST AND WLS ESTIMATION WHEN THE DISTURBANCE TERM INCLUDES SERIAL DEPENDENCE IN ADDITION TO 1ST-ORDER AUTO-CORRELATION
WEBER, JE
MONARCHI, DE
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1982, 77 (377) : 117 - 128
[5] COMPARISON OF 1ST-ORDER FINITE-DIFFERENCE AND FINITE-ELEMENT ALGORITHMS FOR THE ANALYSIS OF MAGNETIC-FIELDS .2. NUMERICAL RESULTS
MCNAUGHTON, GA
FUCHS, EF
[J]. IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS, 1982, 101 (05): : 1181 - 1201
[6] BOUNDS FOR BIAS OF LEAST-SQUARES ESTIMATOR OF ALPHA-2 IN CASE OF A 1ST-ORDER AUTOREGRESSIVE PROCESS (POSITIVE AUTOCORRELATION)
NEUDECKER, H
[J]. ECONOMETRICA, 1977, 45 (05) : 1257 - 1262
[7] BOUNDS FOR BIAS OF LS ESTIMATOR OF SIGMA-2 IN CASE OF A 1ST-ORDER (POSITIVE) AUTOREGRESSIVE PROCESS WHEN REGRESSION CONTAINS A CONSTANT TERM
NEUDECKER, H
[J]. ECONOMETRICA, 1978, 46 (05) : 1223 - 1226
[8] DESIGN OF ACTIVE-FILTERS INDEPENDENT OF 1ST-ORDER AND 2ND-ORDER OPERATIONAL-AMPLIFIER TIME CONSTANT EFFECTS
GEIGER, RL
BUDAK, A
[J]. IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS, 1981, 28 (08): : 749 - 757
[9] THEORETICAL-ANALYSIS OF THE CHANNEL DIE COMPRESSION TEST .2. 1ST-ORDER AND 2ND-ORDER ANALYSIS OF ORIENTATION [110][001][110] IN FCC CRYSTALS
HAVNER, KS
SUE, PL
[J]. JOURNAL OF THE MECHANICS AND PHYSICS OF SOLIDS, 1985, 33 (03) : 285 - 313
[10] THEORETICAL-ANALYSIS OF CATALYTIC CURRENT - POTENTIAL CURVES .2. 1ST-ORDER REGENERATION REACTIONS COUPLED WITH DIMERIC PRODUCT OF THE ELECTRODE-REACTION
ELENKOVA, NG
KOSTADINOVA, LS
[J]. JOURNAL OF ELECTROANALYTICAL CHEMISTRY, 1981, 119 (02) : 233 - 240

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