Time integrated least squares estimators of regression parameters of independent stochastic processes
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Publication:920527
DOI10.1016/0304-4149(90)90128-FzbMath0708.62078MaRDI QIDQ920527
Publication date: 1990
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
sample paths; asymptotic properties; regression parameters; translation invariant; consistent; unbiased; asymptotically jointly normal; Time integrated least squares estimators; time integrated process
62M09: Non-Markovian processes: estimation
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