Estimation of regression coefficients in case of differentiable error processes
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Publication:3426332
DOI10.1080/02331880500520680zbMath1106.62099MaRDI QIDQ3426332
Publication date: 8 March 2007
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880500520680
linear stochastic differential equations; integrated Ornstein-Uhlenbeck process; integrated Wiener process; Romberg estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62F10: Point estimation
65D25: Numerical differentiation
65D30: Numerical integration
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