scientific article; zbMATH DE number 3874438

MaRDI QIDQ3339965zbMATHFDO

Authors P. Bru, F. Ruget

Publication date 1983

Full work available at URL http://www.numdam.org/item?id=RSA_1983__31_4_37_0

zbMATH Keywords

predictionlinear modelestimationWiener processrandom coefficients models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 3254568 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• scientific article; zbMATH DE number 3366404 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• A Note on the Estimation of the Adaptive Regression Model
• Estimation in the Presence of Stochastic Parameter Variation
• Random coefficients regression models. a review¹
• Some Estimators for a Linear Model with Random Coefficients
• Some identification and estimation results for regression models with stochastically varying coefficients
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves

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