Time integrated least squares estimators of regression parameters of independent stochastic processes

DOI10.1016/0304-4149(90)90128-FzbMath0708.62078MaRDI QIDQ920527

M. T. Wasan, Tiee-Jian Wu

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

sample pathsasymptotic propertiesregression parameterstranslation invariantconsistentunbiasedasymptotically jointly normalTime integrated least squares estimatorstime integrated process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Related Items (3)

Weighted least squares estimates in linear regression models for processes with uncorrelated increments ⋮ Estimation in multiple linear regression Berkson model for processes with uncorrelated incre\-ments ⋮ Estimates of regression parameters of random fields. I

Cites Work

• Estimates of Regression Parameters Based on Rank Tests
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