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Estimation of regression coefficients in case of differentiable error processes |
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| Authors: | Michael Weba |
| Institution: | Department of AI , University of Applied Sciences , Fulda, Marquardstr. 35, D-36039, Fulda, Germany |
| Abstract: | |
| Keywords: | Regression problem Estimation of regression coefficients Reproducing kernel Hilbert space Numerical integration Numerical differentiation Integrated Wiener process Integrated Ornstein–Uhlenbeck process |