Linear regression in continuous time

DOI10.1017/S1446788700029451zbMath0358.62045MaRDI QIDQ4130781

E. J. Hannan

Publication date: 1975

Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error ⋮ The BLUE in continuous-time regression models with correlated errors

This page was built for publication: Linear regression in continuous time