Comments on ``Unbiased estimates for moments and cumulants in linear regression

DOI10.1016/J.JSPI.2011.10.008zbMATH Open1428.62314OpenAlexW1999600196MaRDI QIDQ665069FDOQ665069

Authors: Iaroslav V. Blagouchine, Eric Moreau 

Publication date: 5 March 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.10.008

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zbMATH Keywords

momentsconsistencylinear regressionmixingcumulantssemi-invariantsMA processesnon-i.i.d. processesunbiased estimates

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

Cites Work

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• A CLASS OF STATIONARY PROCESSES AND A CENTRAL LIMIT THEOREM
• MA identification using fourth order cumulants
• Unbiased Adaptive Estimations of the Fourth-Order Cumulant for Real Random Zero-Mean Signal
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• Unbiased Efficient Estimator of the Fourth-Order Cumulant for Random Zero-Mean Non-i.i.d. Signals: Particular Case of MA Stochastic Process
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• Unbiased estimates for moments and cumulants in linear regression

Cited In (2)

• Commentary on ``A robust unbiased dual to product estimator for population mean through modified maximum likelihood in simple random sampling
• Unbiased estimates for moments and cumulants in linear regression

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