The locally best estimators of the first and second order parameters in epoch regression models
zbMath0743.62057MaRDI QIDQ1190960
Publication date: 27 September 1992
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/15696
algorithmsblock structureestimable linear functionfirst order parameterslinear epoch regression modellocally best linear unbiased estimatorslocally minimum variance quadratic unbiased and invariant estimatorssecond order parameterssparseness of the covariance matrix
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)
Related Items (3)
Cites Work
This page was built for publication: The locally best estimators of the first and second order parameters in epoch regression models