Variance of estimates of variance of deviations from regression function

MaRDI QIDQ3644953zbMATH OpenFDO

Authors G. Sh. Tsitsiashvili

Publication date 13 November 2009

Full work available at URL http://probstat.org.in/Tsitsiashvili%2002-2008.pdf

zbMATH Keywords

algorithmpolynomial regressiontime seriesvariance estimation

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99)

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