Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors

DOI10.1016/S0167-7152(99)00092-9zbMath0977.62077WikidataQ127872570 ScholiaQ127872570MaRDI QIDQ1975346

Seuck Heun Song, Dong Wan Shin

Publication date: 24 January 2002

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

zbMATH Keywords

efficiencyOLSEspatial correlationpolynomial regression models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (1)

Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors

Cites Work

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• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models

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