Efficient Estimation of Regression Coefficients in Time Series

Abstract

This paper deals with estimating regression coefficients in the usual linear model. Let y be a T-component random vector with expected value

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1972
Accession Number
AD1022154

Entities

People

  • Theodore W. Anderson

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Coordinate Systems
  • Covariance
  • Data Science
  • Equations
  • Information Science
  • Linear Algebra
  • Military Research
  • Numbers
  • Probability
  • Random Variables
  • Residuals
  • Square Roots
  • Stationary
  • Stationary Processes
  • Stochastic Processes
  • Theorems

Fields of Study

  • Mathematics