A Regression Problem for Time-Continuous Processes

DOI10.1137/1123089zbMath0428.62054OpenAlexW2021434251MaRDI QIDQ3865318

N. P. Rasulov, Alexandr S. Holevo

Publication date: 1979

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1123089

zbMATH Keywords

asymptotically efficient estimatorregression coefficient

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12)

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Relation between empirical spectral analysis and linear regression

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