Statistical Estimates in Linear Regression Models with Correlated Observation Errors

DOI10.1137/1134086zbMath0704.62046OpenAlexW2028457001MaRDI QIDQ3484194

A. G. Gadzhiev

Publication date: 1989

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1134086

zbMATH Keywords

confidence regioncovariance matrixconsistent estimatesleast squares estimatorasymptotically unbiasedcorrelated observation errors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Design of statistical experiments (62K99)

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