Best estimator of the regression parameter in a reversing model

DOI10.1007/BF01097619zbMATH Open1267.62090MaRDI QIDQ353255FDOQ353255

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

Publication date: 12 July 2013

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

Recommendations

• Linear unbiased estimation for regression models with stationary noise
• Optimal and robust estimation of slowly drifting parameters in linear regression
• Time integrated least squares estimators of regression parameters of independent stochastic processes
• scientific article; zbMATH DE number 3915441
• Estimating a signal with noisy nuisance parameters

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)

Cited In (1)

• The Significance Attained by the Best-Fitting Regressor Variable

This page was built for publication: Best estimator of the regression parameter in a reversing model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q353255)