On Asymptotically Efficient Estimates of Regression Coefficients under Spectral Density of Noise Degeneration

DOI10.1137/1121036zbMath0368.62078OpenAlexW2086093164MaRDI QIDQ4144648

N. P. Rasulov

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1137/1121036

Mathematics Subject Classification ID

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

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