Consistency of the LSE in Linear regression with stationary noise

DOI10.4064/CM100-1-5zbMATH Open1047.62067OpenAlexW2070341621MaRDI QIDQ4821118FDOQ4821118

Authors: Guy Cohen, Michael Lin, A. A. Tempelman 

Publication date: 7 October 2004

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.540.5964

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measure-preserving transformations (28D05) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Applications of operator theory in probability theory and statistics (47N30)

Cited In (4)

• Linear unbiased estimation for regression models with stationary noise
• Consistency of LSE for the many-dimensional symmetric textured surface parameters
• Consistency of the least squares estimates of trigonometric regression model parameters in the presence of linear random noise
• Consistency of global LSE for MA(1) models

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