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

DOI10.1515/ROSE.1993.1.3.223zbMATH Open0833.62079OpenAlexW1992253832MaRDI QIDQ4861905FDOQ4861905

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

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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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• Linear regression with delta-modulated integrated signals
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