A Regression Problem for Time-Continuous Processes

DOI10.1137/1123089MaRDI QIDQ3865318zbMATH OpenOpenAlexFDO

Authors N. P. Rasulov, Alexander S. Holevo

Publication date 1979

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1123089

zbMATH Keywords

asymptotically efficient estimatorregression coefficient

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(1)

• Relation between empirical spectral analysis and linear regression

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