Least squares and stochastic difference equations
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Publication:1237343
DOI10.1016/0304-4076(76)90025-7zbMATH Open0355.62089OpenAlexW2005761429MaRDI QIDQ1237343FDOQ1237343
Publication date: 1976
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/65.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical distribution theory (62E99) Stochastic analysis (60H99)
Cites Work
- Title not available (Why is that?)
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
- Asymptotic properties of dynamic stochastic parameter estimates. III
- On the Statistical Treatment of Linear Stochastic Difference Equations
- Consistency and Limit Distributions of Estimators of Parameters in Explosive Stochastic Difference Equations
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