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 | Similar Articles | Additional Information

**[1]**R.K. Adenstedt,*On large sample estimation for the mean of a stationary random sequence*, to appear MR**0368354****[2]**H. Chernoff and S. Zacks,*Estimating the current mean of a normal distribution which is subjected to changes in time*, Ann. Math. Stat.**35**, 999-1018 (1964) MR**0179874****[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