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Stochastic regression in terms of Brownian motion - MaRDI portal

Stochastic regression in terms of Brownian motion

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Publication:3006687

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DOI10.1080/00036811003735857zbMath1233.62153OpenAlexW2144126274WikidataQ58135328 ScholiaQ58135328MaRDI QIDQ3006687

Ovidiu Calin, Jishan Hu, Der-Chen E. Chang

Publication date: 20 June 2011

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811003735857

zbMATH Keywords

Regression Stochastic processes Covariance Martingales Best fit

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Brownian motion (60J65)

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