A note on estimating equations for linear parameters in discrete-time stochastic processes (Q3985825): Difference between revisions

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Latest revision as of 14:18, 15 May 2024

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A note on estimating equations for linear parameters in discrete-time stochastic processes
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    A note on estimating equations for linear parameters in discrete-time stochastic processes (English)
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    27 June 1992
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    method of estimating equations
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    discrete-time stochastic processes
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    conditional least squares
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    weighted least squares
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    optimal estimator
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    non-recursive
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    recursive
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    linear model
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