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Estimating the Parameters of Linear Regression in an Arbitrary Noise

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Abstract

Consideration was given to estimation of the parameters of linear regression under arbitrary noise, that is, noise whose mean value is either unknown and other than zero, or a realization of a correlated random process, or defined by an unknown bounded determinate function.

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  1. St. Petersburg State University, St. Petersburg, Russia

    O. N. Granichin

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  1. O. N. Granichin
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Granichin, O.N. Estimating the Parameters of Linear Regression in an Arbitrary Noise. Automation and Remote Control 63, 25–35 (2002). https://doi.org/10.1023/A:1013775117559

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