On conditional least squares estimation for stochastic processes

DOI10.1214/aos/1176344207zbMath0383.62055OpenAlexW1982191138MaRDI QIDQ1248873

Publication date: 1978

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344207

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

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