Parameter Estimation with Cumu lative Errors
James V. Beck · Technometrics · 1974
Estimation of parameters is considered for several cases involving correlated errors. The cases include first and second order cumulative errors and a more general first order case. Estimators for first order cumulative errors are tabulated for five simple linear models. More general estimators for linear models are given in matrix form and it is demonstrated using maximum likelihood that many cases can be written simply in the form of differences. Expressions are also given that can be used to estimate the correlation coefficient and the error variance. Two examples are given to illustrate the new results.