Consistent estimation in regression models for the drift function in some continuous time models.
Myung Suk KimSuojin WangPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- regression model
- linear model
- regression methods
- explanatory variables
- model selection
- regression trees
- prediction model
- software effort
- independent variables
- parameter estimation
- multiple linear regression
- logistic regression models
- survival analysis
- target variable
- markov chain
- generalized linear models
- linear regression model
- multiple models
- support vector regression
- probabilistic model