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Natural estimation of variances in a general finite discrete spectrum linear regression model - MaRDI portal

Natural estimation of variances in a general finite discrete spectrum linear regression model (Q745493)

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scientific article; zbMATH DE number 6493955
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Natural estimation of variances in a general finite discrete spectrum linear regression model
scientific article; zbMATH DE number 6493955

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    Natural estimation of variances in a general finite discrete spectrum linear regression model (English)
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    14 October 2015
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    time series
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    finite discrete spectrum linear regression model
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    natural estimators of variance components
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    orthogonal and oblique projectors
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    Schur complement
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