Stochastic regression model with heteroscedastic disturbance (Q1901683): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:09, 5 March 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
