Pregled bibliografske jedinice broj: 6381
Asymptotic distributions of least square estimations in a regression model with singular errors
Asymptotic distributions of least square estimations in a regression model with singular errors // Mathematical communications, 1 (1996), 1; 33-38 (podatak o recenziji nije dostupan, članak, stručni)
CROSBI ID: 6381 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Asymptotic distributions of least square estimations in a regression model with singular errors
Autori
Benšić, Mirta
Izvornik
Mathematical communications (1331-0623) 1
(1996), 1;
33-38
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, stručni
Ključne riječi
least squares; asymptotic distributions; regression
Sažetak
We study some problems of the parameter inference which are in connection with wide sense stationary long memory processes. Here we present the asymptotic behaviour of the corelation matrix and the limit distributions of the LSE for the regression coefficients in some types of linear models with singular Gaussian and non-Gaussian errors.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
165021
Ustanove:
Fakultet elektrotehnike, računarstva i informacijskih tehnologija Osijek
Profili:
Mirta Benšić
(autor)
Citiraj ovu publikaciju:
Uključenost u ostale bibliografske baze podataka::
- Math.Rev.
- Zentralblat
- INSPEC
- Curr.Math.Publ.
- MathSci.
- MATH on STN Int.
- Compact Math.
- Urlich's
