Regression Analysis of Vector-Valued Random Processes
Walter F. Freiberger, M. Rosenblatt, J. Van Ness · Journal of the Society for Industrial and Applied Mathematics · 1962
Previous article Next article Regression Analysis of Vector-Valued Random ProcessesW. Freiberger, M. Rosenblatt, and J. Van NessW. Freiberger, M. Rosenblatt, and J. Van Nesshttps://doi.org/10.1137/0110008PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Ulf Grenander, Stochastic processes and statistical inference, Ark. Mat., 1 (1950), 195–277 MR0039202 0058.35501 CrossrefGoogle Scholar[2] Ulf Grenander, On the estimation of regression coefficients in the case of an autocorrelated disturbance, Ann. Math. Statistics, 25 (1954), 252–272 MR0062402 0056.38201 CrossrefISIGoogle Scholar[3] Murray Rosenblatt, Some regression problems in time series analysis, Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, 1954–1955, vol. I, University of California Press, Berkeley and Los Angeles, 1956, 165–186 MR0084920 0071.35602 Google Scholar[4] M. Rosenblatt, Statistical analysis of stochastic processes with stationary residualsProbability and statistics: The Harald Cramér volume (edited by Ulf Grenander), Almqvist & Wiksell, Stockholm, 1959, 246–275 MR0107954 0201.51701 Google Scholar[5] Ulf Grenander and , Gabor Szegö, Toeplitz forms and their applications, California Monographs in Mathematical Sciences, University of California Press, Berkeley, 1958vii+245 MR0094840 0080.09501 CrossrefGoogle Scholar[6] Ulf Grenander and , Murray Rosenblatt, Statistical analysis of stationary time series, John Wiley & Sons, New York, 1957, 300– MR0084975 0080.12904 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Recursive Regression Analysis When the Least-Squares Estimate is not Asymptotically EfficientHenry R. Richardson12 July 2006 | SIAM Journal on Applied Mathematics, Vol. 19, No. 1AbstractPDF (971 KB) Volume 10, Issue 1| 1962Journal of the Society for Industrial and Applied Mathematics History Submitted:20 April 1961Published online:13 July 2006 InformationCopyright © 1962 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/0110008Article page range:pp. 89-102ISSN (print):0368-4245ISSN (online):2168-3484Publisher:Society for Industrial and Applied Mathematics