Pages that link to "Item:Q803701"
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The following pages link to Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors (Q803701):
Displaying 12 items.
- On the estimation of the regression coefficients of a continuous parameter process with stationary residual (Q719965) (← links)
- Further results on the consistent directions of least squares estimators (Q794376) (← links)
- The linear model with variance-covariance components and jackknife estimation (Q1332488) (← links)
- A new class of consistent estimators for stochastic linear regressive models (Q1375109) (← links)
- Consistency for least squares regression estimators with infinite variance data (Q1822869) (← links)
- Uniform convergence of sample second moments of families of time series arrays. (Q1848885) (← links)
- Estimating variances in time series kriging using convex optimization and empirical BLUPs (Q2065314) (← links)
- (Q3685026) (← links)
- Comparison of Least Squares and Errors-in-Variables Regression, With Special Reference to Randomized Analysis of Covariance (Q3704760) (← links)
- (Q3816777) (← links)
- Estimation-Equivalent Covariance Structures for the Least Squares and Minque Estimators of the Linear Model Variance (Q4678840) (← links)
- Consistency of the LSE in Linear regression with stationary noise (Q4821118) (← links)
