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On regression model selection for the data with correlated errors


  • Wen Wei



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Suggested Citation

  • Wen Wei, 2009. "On regression model selection for the data with correlated errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(2), pages 291-308, June.
  • Handle: RePEc:spr:aistmt:v:61:y:2009:i:2:p:291-308 DOI: 10.1007/s10463-007-0145-1

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    References listed on IDEAS

    1. Ryden, Tobias, 1996. "An EM algorithm for estimation in Markov-modulated Poisson processes," Computational Statistics & Data Analysis, Elsevier, vol. 21(4), pages 431-447, April.
    2. A. Baddeley & R. Turner & J. Møller & M. Hazelton, 2005. "Residual analysis for spatial point processes (with discussion)," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 617-666.
    3. Meier-Hellstern, K. S., 1987. "A fitting algorithm for Markov-modulated poisson processes having two arrival rates," European Journal of Operational Research, Elsevier, vol. 29(3), pages 370-377, June.
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