A note on estimating equations for linear parameters in discrete-time stochastic processes (Q3985825)
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scientific article; zbMATH DE number 27827
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on estimating equations for linear parameters in discrete-time stochastic processes |
scientific article; zbMATH DE number 27827 |
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A note on estimating equations for linear parameters in discrete-time stochastic processes (English)
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27 June 1992
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method of estimating equations
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discrete-time stochastic processes
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conditional least squares
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weighted least squares
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optimal estimator
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non-recursive
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recursive
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linear model
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