scientific article; zbMATH DE number 4032841

zbMATH Open0634.62065MaRDI QIDQ3773103FDOQ3773103

Authors: M. B. Nevel'son, R. Z. Khas'minskiĭ 

Publication date: 1987

Title of this publication is not available (Why is that?)

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• Estimation of regression parameters with arbitrary noise

zbMATH Keywords

explanatory variablesdisturbancesstrong mixing conditionstationary autoregressive processfinite Fisher informationFisher scoring methodstationary ergodic stochastic process

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (12)

• Title not available (Why is that?)
• I-DREM: relaxing the square integrability condition
• Title not available (Why is that?)
• Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
• Title not available (Why is that?)
• A parameter estimation method using linear response statistics: Numerical scheme
• Title not available (Why is that?)
• Natural estimation of variances in a general finite discrete spectrum linear regression model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation of parameters of linear regression with errors in both variables using negative probabilities
• On Estimating the Parameter of a Regression Function without the Condition of Unbiasedness

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