Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood

By W. Cheang, G. Reinsel. 2000

68 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ff5d548dcedf43960deae053c82985ec84ad134b

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In Management Science and Operations Research

1. M. A. García-Vera
2. J. Asín
3. A. Cebrián
4. J. Abaurrea

In Statistics and Probability

1. M. A. García-Vera
2. J. Asín
3. A. Cebrián
4. J. Abaurrea

Citations in the corpus

• Trend analysis of water quality series based on regression models with correlated errors (2011, methodology): “Ordinary maximum likelihood could240 also be used but Cheang and Reinsel (2000) state that, for moderate sample241 lengths, the REML estimator is, generally, less biased than the MLE and leads242 to more accurate inference.243 The covariate selection during the modeling process is mainly based on…”