Stochastic regression model with heteroscedastic disturbance (Q1901683): Difference between revisions
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| Property / cites work: Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems / rank | |||
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Latest revision as of 08:27, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic regression model with heteroscedastic disturbance |
scientific article |
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Stochastic regression model with heteroscedastic disturbance (English)
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11 December 1995
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martingales
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martingale difference sequences
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multiple regression model
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stochastic regression model
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heteroscedastic disturbance
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strong consistency
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asymptotic normality
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generalized weighted least squares estimate
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linear hypothesis testing problem
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