Bootstrapping the generalized least-squares estimator in colored Gaussian noise with unknown covariance parameters

DOI10.1109/TIT.1970.1054475zbMATH Open0206.21303OpenAlexW2171358460MaRDI QIDQ5606405FDOQ5606405

Authors: Gene B. Goldstein, P. Swerling 

Publication date: 1970

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1970.1054475

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation and detection in stochastic control theory (93E10)

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