scientific article

zbMath0548.62049MaRDI QIDQ3339965

F. Ruget, P. Bru

Publication date: 1983

Full work available at URL: http://www.numdam.org/item?id=RSA_1983__31_4_37_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictionestimationWiener processlinear modelrandom coefficients models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Cites Work

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• Some identification and estimation results for regression models with stochastically varying coefficients
• Estimation in the Presence of Stochastic Parameter Variation
• Random coefficients regression models. a review¹
• A Note on the Estimation of the Adaptive Regression Model
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Some Estimators for a Linear Model with Random Coefficients
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves

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