Least squares and stochastic difference equations

DOI10.1016/0304-4076(76)90025-7MaRDI QIDQ1237343zbMATH OpenOpenAlexFDO

Authors Bernt P. Stigum

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical distribution theory (62E99) Stochastic analysis (60H99)

Cites work

• scientific article; zbMATH DE number 3062534 (Why is no real title available?)
• Asymptotic properties of dynamic stochastic parameter estimates. III
• Consistency and Limit Distributions of Estimators of Parameters in Explosive Stochastic Difference Equations
• On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
• On the Statistical Treatment of Linear Stochastic Difference Equations

This page was built for publication: Least squares and stochastic difference equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1237343)