Linear completeness in a continuous time Gauss-Markov model

DOI10.1016/j.spl.2004.06.014zbMath1116.62387OpenAlexW1992323236MaRDI QIDQ1771446

Ana Pérez-Palomares, Ibarrola Pilar

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.014

zbMATH Keywords

Gauss-Markov modelContinuous timeLinear sufficiencyLinear completeness

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09)

Related Items (3)

Best linear unbiased prediction for linear combinations in general mixed linear models ⋮ A characterization of a Gaussian process in terms of sufficient estimators ⋮ A decomposition of a linear model

Cites Work

• Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
• An introduction to stochastic processes and their applications
• Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model.
• Sufficiency and completeness in the linear model
• Characterization of general ridge estimators
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