Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model. (Q1426350)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model. |
scientific article |
Statements
Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model. (English)
0 references
14 March 2004
0 references
Gauss-Markov model
0 references
Continuous time
0 references
Linear sufficiency
0 references
Linear admissibility
0 references
Ridge estimator
0 references
0 references
0 references