On the Asymptotic Efficiency of Least-Squares Estimates of Regression Coefficients
T. L. Malevich · Theory of Probability and Its Applications · 1969
Previous article Next article On the Asymptotic Efficiency of Least-Squares Estimates of Regression CoefficientsT. L. MalevichT. L. Malevichhttps://doi.org/10.1137/1114024PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Ulf Grenander and , Murray Rosenblatt, Statistical analysis of stationary time series, John Wiley & Sons, New York, 1957, 300– MR0084975 0080.12904 Google Scholar[2] S. A. Ai˘vazjan and , Ju. A. Rozanov, Some remarks on asymptotically efficient linear estimates of regression coefficients, Trudy Mat. Inst. Steklov., 71 (1964), 3–16, (In Russian.) MR0176556 Google Scholar[3] Chiang Tse-Pei, On the estimation of regression coefficients of a continuous parameter time series with a stationary residual, Theory Prob. Applications, 4 (1959), 373–390 10.1137/1104037 LinkGoogle Scholar[4] Henry B. Mann and , Paul B. Moranda, On the efficiency of the least square estimates of parameters in the Ornstein Uhlenbeck process, Sankhyā, 13 (1954), 351–358 MR0063632 0059.11803 Google Scholar[5] M. P. Heble, A regression problem concerning stationary processes, Trans. Amer. Math. Soc., 99 (1961), 350–371 MR0124144 0212.21202 CrossrefGoogle Scholar[6] Chen Yu-Tsu, Estimation of regression coefficients for stochastic processes with stationary perturbation of a continuous parameter, Acta Sci. Natur. Univ. Fudan, 10 (1965), 101–112, (see RZh Mat. (1966), 10 B 109) Google Scholar[7] Yu. A. Rozanov, 1964, Supplement of the editor in the book: E. J. Hannan, Time Series Analysis, Izd-vo “Nauka”, Moscow, (In Russian.) Google Scholar[8] Yu. A. Rozanov, On densities of Gaussian distributions and Wiener-Hopf integral equations, Theory Prob. Applications, 11 (1966), 152–160 10.1137/1111012 0168.38402 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Volume 14, Issue 1| 1969Theory of Probability & Its Applications History Submitted:18 July 1967Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1114024Article page range:pp. 173-175ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics