On the estimation of the regression coefficients of a continuous parameter process with stationary residual

DOI10.1007/S11464-006-004-ZzbMATH Open1222.62106OpenAlexW2194265521MaRDI QIDQ719965FDOQ719965

Xiu-Fang Liu, Shijian Yan

Publication date: 12 October 2011

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-006-004-z

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zbMATH Keywords

stationary residuals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cites Work

• Theory of Reproducing Kernels
• Stochastic processes and statistical inference
• Title not available (Why is that?)
• A Regression Problem Concerning Stationary Processes
• On linear statistical problems in stochastic processes

Cited In (3)

• Title not available (Why is that?)
• Estimation of regression coefficients in case of differentiable error processes
• Time integrated least squares estimators of regression parameters of independent stochastic processes

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