Weighted least squares estimates in linear regression models for processes with uncorrelated increments
Year of publication: |
1996
|
---|---|
Authors: | Wu, Tiee-Jian ; Wasan, M. T. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 64.1996, 2, p. 273-286
|
Publisher: |
Elsevier |
Subject: | Continuous-time multiple linear regression Stochastic processes with orthogonal increments Gauss-Markov theorem | consistency |
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