Generalized least squares /

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Bibliographic Details
Author / Creator:Kariya, Takeaki.
Imprint:Chichester, West Sussex ; Hoboken, NJ : Wiley, c2004.
Description:xiii, 289 p. : ill. ; 24 cm.
Language:English
Series:Wiley series in probability and statistics
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/5338443
Hidden Bibliographic Details
Other authors / contributors:Kurata, Hiroshi, 1967-
ISBN:0470866977 (alk. paper)
Notes:Includes bibliographical references (p. 281-286) and index.

MARC

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505 0 0 |g 1.  |t Preliminaries --  |g 2.  |t Generalized least squares estimators --  |g 3.  |t Nonlinear versions of the Gauss-Markov theorem --  |g 4.  |t SUR and heteroscedastic models --  |g 5.  |t Serial correlation model --  |g 6.  |t Normal approximation --  |g 7.  |t Extension of Gauss-Markov theorem --  |g 8.  |t Some further extensions --  |g 9.  |t Growth curve model and GLSEs --  |g App.  |t Asymptotic equivalence of the estimators of [theta] in the AR(1) error model and Anderson model. 
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