Rozanov, Yu. A.; Kozlov, M. V. On asymptotically efficient estimation of regression coefficients. (English. Russian original) Zbl 0206.20001 Sov. Math., Dokl. 10, 1075-1078 (1969); translation from Dokl. Akad. Nauk SSSR 188, 37-40 (1969). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62M09 Non-Markovian processes: estimation PDF BibTeX XML Cite \textit{Yu. A. Rozanov} and \textit{M. V. Kozlov}, Sov. Math., Dokl. 10, 1075--1078 (1969; Zbl 0206.20001); translation from Dokl. Akad. Nauk SSSR 188, 37--40 (1969)