Least squares tests for discrete parameter stochastic processes

DOI10.1080/03610927908827759zbMath0449.62059OpenAlexW2158441738MaRDI QIDQ3896384

Paul I. Nelson

Publication date: 1979

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927908827759

zbMATH Keywords

time seriesimmigrationsubcritical branching processlinear combination of chi-squaresleast squares tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Markov processes: hypothesis testing (62M02)

Cites Work

• On conditional least squares estimation for stochastic processes
• Estimation theory for growth and immigration rates in a multiplicative process
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