Chebyshev polynomials and least squares estimation based on one-dependent random variables

DOI10.1016/0024-3795(89)90597-1zbMath0653.62059OpenAlexW2003610790MaRDI QIDQ1107936

Udo Kamps

Publication date: 1989

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(89)90597-1

zbMATH Keywords

Chebyshev polynomialsmethod of least squarestime seriesbest linear unbiased estimatorOne-dependent random variablesproducts of Chebyshev polynomialsregular tridiagonal covariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Related Items (3)

Maximum Likelihood Estimation of a Poisson Parameter in a Model of Equioverlapping Samples:A Simulation Study ⋮ Relative efficiency of estimates and the use of Chebyshev polynomials in a model of pairwise overlapping samples ⋮ Explicit inverses of some tridiagonal matrices

Cites Work

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