Simple Complex Linear Regression

Sergey Svetunkov () and Ivan Svetunkov ()
Additional contact information
Sergey Svetunkov: Peter the Great St. Petersburg Polytechnic University
Ivan Svetunkov: Lancaster University Management School

Chapter Chapter 2 in Complex-Valued Econometrics with Examples in R, 2024, pp 31-48 from Springer

Abstract: Abstract This chapter introduces the concept of Simple Complex Linear Regression (cLR), which extends traditional linear regression into the complex number domain. It explores how complex numbers, with both real and imaginary components, can be used to model relationships between variables in a more nuanced way than real numbers alone. Key to this chapter is the detailed formulation of the model, estimation techniques, and the unique characteristics of estimators in the complex-valued setting.

Date: 2024
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:conchp:978-3-031-62608-1_2

Ordering information: This item can be ordered from
http://www.springer.com/9783031626081

DOI: 10.1007/978-3-031-62608-1_2

Access Statistics for this chapter

More chapters in Contributions to Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().