Stochastic regression model with heteroscedastic disturbance (Q1901683): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / cites work | |||
| Property / cites work: Q3141664 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Asymptotic Properties of Non-Linear Least Squares Estimators / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/bf00773467 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2077245611 / rank | |||
Normal rank | |||
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 |
Statements
Stochastic regression model with heteroscedastic disturbance (English)
0 references
11 December 1995
0 references
martingales
0 references
martingale difference sequences
0 references
multiple regression model
0 references
stochastic regression model
0 references
heteroscedastic disturbance
0 references
strong consistency
0 references
asymptotic normality
0 references
generalized weighted least squares estimate
0 references
linear hypothesis testing problem
0 references
