Quasi-least-squares estimation in semimartingale regression models
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Publisher
Informa UK Limited
Link
http://www.tandfonline.com/doi/pdf/10.1080/17442508608833376
Reference11 articles.
1. Lai, T. L. and wei, C. Z. 1982.Least Spuares Estimates In Stochastic Regression Models With Applications To Identification and Control of Dynamic Ststems, Vol. 10, 154–166. Ann. Statist.
2. Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
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