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 “The generalized p-point method of estimation of regression coefficients”
On estimation of a covariance function of stationary errors in a nonlinear regression model.
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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.