Fixed-design regression for linear time series

DOI10.1214/aos/1032526952zbMath0862.62069OpenAlexW1973650304MaRDI QIDQ5916402

B. Truong Van, George G. Roussas, Lanh Tat Tran, Sidney Yakowitz

Publication date: 1 December 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032526952

zbMATH Keywords

fixed designlinear time seriesdiscrete noisenoisy observationsmartingale differencegeneral linear processadditive dependent noise

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

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