Linear completeness in a continuous time Gauss-Markov model
type: Item
instance of: scholarly article
title: Linear completeness in a continuous time Gauss-Markov model
zbMATH Open document ID: 1116.62387
published in: Statistics \& Probability Letters
publication date: 2005-04-21T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 2160009
zbMATH Keywords: Gauss-Markov model
zbMATH Keywords: Continuous time
zbMATH Keywords: Linear completeness
zbMATH Keywords: Linear sufficiency
author: Pilar Ibarrola Muñoz
author: Ana Pérez-Palomares
MaRDI profile type: Publication
full work available at URL: j.spl.2004.06.014
OpenAlex ID: W1992323236
cites work: Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
cites work: Q5822308
cites work: Q3319577
cites work: Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model.
cites work: Characterization of general ridge estimators
cites work: Sufficiency and completeness in the linear model
cites work: An introduction to stochastic processes and their applications
DOI: 10.1016/J.SPL.2004.06.014
description: scientific article; zbMATH DE number 2160009