### 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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Štulajter, F. (1994)

Acta Mathematica Universitatis Comenianae. New Series

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Štulajter, F. (1997)

Acta Mathematica Universitatis Comenianae. New Series

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Pavel Kovanic (1979)

Kybernetika

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Štulajter, F. (1992)

Acta Mathematica Universitatis Comenianae. New Series

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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.

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.

Norbert Stockinger, Rudolf Dutter (1987)

Kybernetika

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