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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
Full-text PDF Free Access
References | Similar Articles | Additional Information
- Rolf K. Adenstedt, On large-sample estimation for the mean of a stationary random sequence, Ann. Statist. 2 (1974), 1095–1107. MR 368354
- H. Chernoff and S. Zacks, Estimating the current mean of a normal distribution which is subjected to changes in time, Ann. Math. Statist. 35 (1964), 999–1018. MR 179874, DOI https://doi.org/10.1214/aoms/1177700517
- Ulf Grenander, Stochastic processes and statistical inference, Ark. Mat. 1 (1950), 195–277. MR 39202, DOI https://doi.org/10.1007/BF02590638
- Ulf Grenander, On the estimation of regression coefficients in the case of an autocorrelated disturbance, Ann. Math. Statistics 25 (1954), 252–272. MR 62402, DOI https://doi.org/10.1214/aoms/1177728784
- Ulf Grenander and Gabor Szegö, Toeplitz forms and their applications, California Monographs in Mathematical Sciences, University of California Press, Berkeley-Los Angeles, 1958. MR 0094840
- Chandan K. Mustafi, Inference problems about parameters which are subjected to changes over time, Ann. Math. Statist. 39 (1968), 840–854. MR 226808, DOI https://doi.org/10.1214/aoms/1177698315
- Murray Rosenblatt, On the estimation of regression coefficients of a vector-valued time series with a stationary residual, Ann. Math. Statist. 27 (1956), 99–121. MR 76264, DOI https://doi.org/10.1214/aoms/1177728352
- Richard A. Vitale, An asymptotically efficient estimate in time series analysis, Quart. Appl. Math. 30 (1972/73), 421–440. MR 408149, DOI https://doi.org/10.1090/S0033-569X-1973-0408149-6
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Article copyright:
© Copyright 1974
American Mathematical Society