Estimation of Stationary Stochastic Regression Parameters
作者:
ThomasD. Burnett,
Donald Guthrie,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1970)
卷期:
Volume 65,
issue 332
页码: 1547-1553
ISSN:0162-1459
年代: 1970
DOI:10.1080/01621459.1970.10481182
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This article considers repeated regression experiments wherein the regression parameters vary according to a stationary stochastic process with known covariance structure. Expressions are derived for best linear estimators and predictors of linear functions of the regression parameters.
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