Linear Toeplitz covariance structure models with optimal estimators of variance components

DOI10.1016/S0024-3795(02)00325-7zbMath1009.62056OpenAlexW2071687405WikidataQ60461510 ScholiaQ60461510MaRDI QIDQ1855356

Jean-Michel Marin, Thierry Dhorne

Publication date: 5 February 2003

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

Full work available at URL: https://doi.org/10.1016/s0024-3795(02)00325-7

zbMATH Keywords

autoregressive modelsToeplitz matricescirculant matricesmoving average modelsspecial Jordan algebrasquadratic unbiased estimationskewcirculant matrices

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Analysis of variance and covariance (ANOVA) (62J10) Structure theory for Jordan algebras (17C10)

Related Items (5)

Explicit estimators under \(m\)-dependence for a multivariate normal distribution ⋮ Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices ⋮ Estimation of Variance Components for a Linear Toeplitz Model ⋮ Shift permutation invariance in linear random factor models ⋮ On properties of Toeplitz-type covariance matrices in models with nested random effects

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