Displaying similar documents to “Mean squared errors of prediction by kriging in linear models with A R ( 1 ) errors.”

Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors

František Štulajter (1991)

Applications of Mathematics


The least squres invariant quadratic estimator of an unknown covariance function of a stochastic process is defined and a sufficient condition for consistency of this estimator is derived. The mean value of the observed process is assumed to fulfil a linear regresion model. A sufficient condition for consistency of the least squares estimator of the regression parameters is derived, too.