On a Regression Problem for Random Processes

DOI10.1137/1131016MaRDI QIDQ3805698zbMATH OpenOpenAlexFDO

Authors S. P. Chistyakov

Publication date 1987

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

Full work available at URL https://doi.org/10.1137/1131016

zbMATH Keywords

best linear unbiased estimatorspectral densityvariance

Mathematics Subject Classification ID

General nonlinear regression (62J02) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99)

Cited in

(4)

• Regression and progression in stochastic domains
• On regression representations of stochastic processes
• scientific article; zbMATH DE number 3960813 (Why is no real title available?)
• The solvability of probabilistic regresses. A reply to Frederik Herzberg

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