Publication:4665184

zbMath1061.62130MaRDI QIDQ4665184

Winston C. Chow, Edward J. Wegman

Publication date: 9 April 2005

zbMATH Keywords

quasi-least-squares

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M05: Markov processes: estimation; hidden Markov models

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion