Wir verwenden Cookies und Analyse-Tools, um die Nutzerfreundlichkeit der Internet-Seite zu verbessern und für Marketingzwecke. Wenn Sie fortfahren, diese Seite zu verwenden, nehmen wir an, dass Sie damit einverstanden sind. Zur Datenschutzerklärung.
Inference in Linear Models With Auto Correlated Disturbances
Details
In the Present Book Chapter-I is an introductory one. It contains the general introduction about the problem of autocorrelation . Chapter-II presents statistical inferential problems in linear models. It explains the specification of classical linear regression model together with its estimation. Chapter-III describes the review about inferential methods in linear models under the problem of autocorrelation. Chapter-IV proposes some alternative inferential methods for linear model with autocorrelated disturbances. It uses the various types of residuals such as ordinary least squares, studentized and predicted residuals to develop alternative iterative estimation methods and tests for the autocorrelation. Chapter-V depicts the conclusions. Several selected references for the present book are given under the title 'BIBLIOGRAPHY'
Autorentext
He is Presently working as a Reader in Jawahar Bharati Degree/P.G College (NACC-A Grade & CPE),Kavali.He has 27 years Teaching & Research Experience in the Field of Statistics.He Presented Several Research Papers Many more Conferences in all over India.He published Several Articles in Many Reputed Journals.
Weitere Informationen
- Allgemeine Informationen
- GTIN 09783659504037
- Sprache Englisch
- Größe H220mm x B150mm x T9mm
- Jahr 2014
- EAN 9783659504037
- Format Kartonierter Einband (Kt)
- ISBN 3659504033
- Veröffentlichung 03.01.2014
- Titel Inference in Linear Models With Auto Correlated Disturbances
- Autor M. V. Chalapathi Rao , Balasiddamuni Pagadala , J. Prabhakara Naik
- Untertitel Iterative Estimation for Autoregressive models
- Gewicht 233g
- Herausgeber LAP LAMBERT Academic Publishing
- Anzahl Seiten 144
- Genre Mathematik