On the estimation of the regression coefficients of a continuous parameter process with stationary residual

DOI10.1007/s11464-006-004-zzbMath1222.62106OpenAlexW2194265521MaRDI QIDQ719965

Xiu-Fang Liu, Shi-Jian Yan

Publication date: 12 October 2011

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-006-004-z

zbMATH Keywords

stationary residuals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cites Work

• Unnamed Item
• A Regression Problem Concerning Stationary Processes
• On linear statistical problems in stochastic processes
• Theory of Reproducing Kernels
• Stochastic processes and statistical inference

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