Stochastic regression model with heteroscedastic disturbance (Q1901683)
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scientific article; zbMATH DE number 813949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic regression model with heteroscedastic disturbance |
scientific article; zbMATH DE number 813949 |
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Stochastic regression model with heteroscedastic disturbance (English)
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11 December 1995
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martingales
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martingale difference sequences
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multiple regression model
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stochastic regression model
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heteroscedastic disturbance
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strong consistency
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asymptotic normality
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generalized weighted least squares estimate
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linear hypothesis testing problem
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