Quarterly of Applied Mathematics

Quarterly of Applied Mathematics

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



Linear estimation of regression coefficients for vector-valued processes

Author: Rolf K. Adenstedt
Journal: Quart. Appl. Math. 33 (1975), 39-46
MSC: Primary 62M99
DOI: https://doi.org/10.1090/qam/448770
MathSciNet review: 448770
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  • [1] R. K. Adenstedt and B. Eisenberg, Linear estimation of regression coefficients, Quart. Appl. Math. 32, 317-327 (1973) MR 0433734
  • [2] W. Freiberger, M. Rosenblatt and J. Van Ness, Regression analysis of vector-valued random processes, J. SIAM 10, 89-102 (1962) MR 0137266
  • [3] U. Grenander, On the estimation of regression coefficients in the case of an autocorrelated disturbance, Ann. Math. Stat. 25, 252-272 (1954) MR 0062402
  • [4] J. V. Kuk and J. I. Petunin, Observable linear estimates of the mathematical expectation of a random process, Soviet Math. Dokl. 14, 323-326 (1973) MR 0326955
  • [5] Y. A. Rozanov, Stationary random processes, Holden-Day, San Francisco (1967) MR 0214134
  • [6] 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

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DOI: https://doi.org/10.1090/qam/448770
Article copyright: © Copyright 1975 American Mathematical Society

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