Best estimator of the regression parameter in a reversing model

DOI10.1007/BF01097619MaRDI QIDQ353255zbMATHFDO

Authors G. P. Grechka, A. A. Kurchenko, O. A. Slabospitskaya

Publication date 12 July 2013

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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• The Significance Attained by the Best-Fitting Regressor Variable

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