ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS (Q4324818)
From MaRDI portal
scientific article; zbMATH DE number 729108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS |
scientific article; zbMATH DE number 729108 |
Statements
ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS (English)
0 references
2 March 1995
0 references
nonstationary process
0 references
heteroskedasticity
0 references
time series regression
0 references
weak consistency
0 references
ordinary least squares estimator
0 references
polynomial regression
0 references
covariance structure
0 references
weighted least squares estimator
0 references
prediction
0 references
linear trend
0 references
prediction error
0 references
simulation studies
0 references
0 references
0 references
