New findings regarding parameter estimation in the Gauss-Markov model with restrictions on coefficients
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Publication:3511661
DOI10.1080/09720510.2005.10701177zbMath1258.62090OpenAlexW2019472291MaRDI QIDQ3511661
Publication date: 11 July 2008
Published in: Journal of Statistics and Management Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/09720510.2005.10701177
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric inference under constraints (62F30) Markov processes: estimation; hidden Markov models (62M05)
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