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315753

First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient

Article

Last updated: 28 Dec 2024

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Abstract

The problem can be reduced to the statistical treatment of linear stochastic difference equations and the estimation of distributed lags. A simple illustration for the moment- generating functions of the noncircular serial correlation coefficient is given in the case of linear stochastic difference equation without exogenous variables and also when the linear model contains an intercept term.

DOI

10.21608/esju.1976.315753

Keywords

First Order Autoregression, Least Squares Estimator - Noncircular Serial Correlation Coefficient - Linear Stochastic Difference Equation

Authors

First Name

Ahmed

Last Name

Abdel-Razek

MiddleName

Hassan

Affiliation

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Email

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City

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Orcid

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Volume

20

Article Issue

2

Related Issue

43301

Issue Date

1976-12-01

Receive Date

2023-09-03

Publish Date

1976-12-01

Page Start

15

Page End

28

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_315753.html

Detail API

https://esju.journals.ekb.eg/service?article_code=315753

Order

1

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient

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Type

Article

Created At

28 Dec 2024