Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors /
The least squres invariant quadratic estimator of an unknown covariance function of a stochastic process is defined and a sufficient condition for consistency of this estimator is derived. The mean value of the observed process is assumed to fulfil a linear regresion model. A sufficient condition fo...
| Hlavní autor: |
Štulajter, František, 1942-
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Autor )
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| Typ dokumentu: | Článek |
| Jazyk: |
angličtina |
| ISSN: | 0862-7940 |
| Zdroj: | Applications of mathematics: Vol. 36, no. 2 (1991) s. 149-155. |
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| Externí odkaz: |
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