Estimation of variances in orthogonal finite discrete spectrum linear regression models

被引：0
|
作者：
František Štulajter
Viktor Witkovský
机构：
[1] Physics and Informatics Comenius University Bratislava,Faculty of Mathematics
[2] Slovak Academy of Sciences,Institute of Measurement Science
来源：
Metrika | 2004年 / 60卷
关键词：
Time series; finite discrete spectrum linear regression model; invariant quadratic estimators of variance components; maximum likelihood estimation; restricted maximum likelihood estimation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The Invariant Quadratic Estimators, the Maximum Likelihood Estimator (MLE) and Restricted Maximum Likelihood Estimator (REML) of variances in an orthogonal Finite Discrete Spectrum Linear Regression Model (FDSLRM) are derived and the problems of unbiasedness and consistency of these estimators are investigated.
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页码：105 / 118
页数：13
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