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

DOI10.1109/TIT.1970.1054475MaRDI QIDQ5606405zbMATH OpenOpenAlexFDO

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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