An approach to upper bound problems for risks of generalized least squares estimators

DOI10.1214/aos/1176349946zbMath0609.62043OpenAlexW2065727060MaRDI QIDQ1086936

Takeaki Kariya, Yasuyuki Toyooka

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349946

zbMATH Keywords

linear modelquadratic riskserial correlationautoregressive modelsordinary least squares estimatorgeneralized least squares estimatorheteroscedastic regressionGLSEupper and lower bounds for the risk

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10)

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