scientific article; zbMATH DE number 2096882

MaRDI QIDQ4811652zbMATH OpenFDO

Authors Peggy Cénac

Publication date 6 September 2004

zbMATH Keywords

linear regression modelsestimation errormartingale transformsleast squares estimatorslinear autoregressive modelcumulative prediction

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Prediction theory (aspects of stochastic processes) (60G25) Martingales with discrete parameter (60G42)

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