On estimation of a covariance function of stationary errors in a nonlinear regression model.
Štulajter, F. (1994)
Acta Mathematica Universitatis Comenianae. New Series
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Displaying similar documents to “Mean squared errors of prediction by kriging in linear models with errors.”
On estimation of a covariance function of stationary errors in a nonlinear regression model.
Predictions in nonlinear regression models.
Štulajter, F. (1997)
Acta Mathematica Universitatis Comenianae. New Series
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Classification of linear estimators
Pavel Kovanic (1979)
Kybernetika
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Mean square error matrix of an approximate least squares estimator in a nonlinear regression model with correlated errors.
Štulajter, F. (1992)
Acta Mathematica Universitatis Comenianae. New Series
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Robustness of the best linear unbiased estimator and predictor in linear regression models
František Štulajter (1990)
Aplikace matematiky
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If is shown that in linear regression models we do not make a great mistake if we substitute some sufficiently precise approximations for the unknown covariance matrix and covariance vector in the expressions for computation of the best linear unbiased estimator and predictor.
Consistency of linear and quadratic least squares estimators in regression models with covariance stationary errors
František Štulajter (1991)
Applications of Mathematics
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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.