Quarterly of Applied Mathematics

Quarterly of Applied Mathematics

Online ISSN 1552-4485; Print ISSN 0033-569X

   
 
 

 

Linear estimation of regression coefficients


Authors: Rolf K. Adenstedt and Bennett Eisenberg
Journal: Quart. Appl. Math. 32 (1974), 317-327
MSC: Primary 62J05; Secondary 62M10
DOI: https://doi.org/10.1090/qam/433734
MathSciNet review: 433734
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References [Enhancements On Off] (What's this?)

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  • [3] U. Grenander, Stochastic processes and statistical inference, Ark. Mat. 1, 195-277 (1950) MR 0039202
  • [4] U. Grenander, On the estimation of regression coefficients in the case of an autocorrelated disturbance, Ann. Math. Stat. 25, 252-272 (1954) MR 0062402
  • [5] U. Grenander and G. Szegö, Toeplitz forms and their applications, Berkeley, 1958 MR 0094840
  • [6] C. Mustafi, Inference problems about parameters which are subjected to changes over time, Ann. Math. Stat. 39, 840-854 (1968) MR 0226808
  • [7] M. Rosenblatt, On the estimation of regression coefficients of a vector-valued time series with a stationary residual, Ann. Math. Stat. 26, 99-121 (1955) MR 0076264
  • [8] R. A. Vitale, An asymptotically efficient estimate in time series analysis, Quart. Appl. Math. 30, 421-440 (1973) MR 0408149

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DOI: https://doi.org/10.1090/qam/433734
Article copyright: © Copyright 1974 American Mathematical Society

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