Time integrated least squares estimators of regression parameters of a process with independent increments

DOI10.1515/ROSE.1993.1.3.223MaRDI QIDQ4861905zbMATH OpenOpenAlexFDO

Authors Le Fe Do, Nikolai N. Leonenko

Publication date 8 February 1996

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1993.1.3.223

zbMATH Keywords

independent incrementstime integrated least squares estimators of vector functions

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Markov processes (60J99)

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