On the asymptotic efficiency of the least squares estimates of regression coefficients
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 179-180
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A process $y(t)=x(t)+aA(t)$ is considered, where $x(t)$ is a weakly stationary process with continuous parameter $t$ and $A(t)$ is a nonrandom function. Sufficient conditions for the least-squares estimate of $a$ to be asymptotically efficient ($1^\circ$–$5^\circ$) are obtained.
@article{TVP_1969_14_1_a23,
author = {T. L. Malevich},
title = {On the asymptotic efficiency of the least squares estimates of regression coefficients},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {179--180},
year = {1969},
volume = {14},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a23/}
}
T. L. Malevich. On the asymptotic efficiency of the least squares estimates of regression coefficients. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 179-180. http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a23/