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Inference in Linear Models With Auto Correlated Disturbances (Paperback) Loot Price: R1,646
Discovery Miles 16 460
Inference in Linear Models With Auto Correlated Disturbances (Paperback): Chalapathi Rao M V, Pagadala Balasiddamuni,...

Inference in Linear Models With Auto Correlated Disturbances (Paperback)

Chalapathi Rao M V, Pagadala Balasiddamuni, Prabhakara Naik J.

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Loot Price R1,646 Discovery Miles 16 460 | Repayment Terms: R154 pm x 12*

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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'

General

Imprint: Lap Lambert Academic Publishing
Country of origin: United States
Release date: 2014
First published: 2014
Authors: Chalapathi Rao M V • Pagadala Balasiddamuni • Prabhakara Naik J.
Dimensions: 229 x 152 x 9mm (L x W x T)
Format: Paperback - Trade
Pages: 144
ISBN-13: 978-3-659-50403-7
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
LSN: 3-659-50403-3
Barcode: 9783659504037

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