Efficient Estimation of Regression Coefficients in Time Series

reportActive / Technical Report | Accession Number: AD1022154 | Open PDF

Abstract:

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

Author(s):
Anderson, T. W.
Author Organization(s):
Stanford University Stanford United States
Descriptive Note:
Conference Paper
Supplementary Note:
Sixth Berkeley Symposium on Mathematical Statistics and Probability -Volume 1: Theory of Statistics , 21 Jun 1970, 18 Jul 1970,
Pagination:
0012

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release
Distribution Statement:
Approved For Public Release;

RECORD

Collection: TR
Identifying Numbers
Contract/Grant Number(s):
N00014-67-A-00112-0030
 Subject Terms
Joint Capability Areas:
JCA_6.3.3_Spectrum Management; JCA_6.3_Net Management; JCA_6_Net Centric
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
TIME SERIES ANALYSIS, REGRESSION ANALYSIS, COEFFICIENTS, stochastic processes, random variables, probability, covariance, theorems, square roots, inequalities, sequences (MATHEMATICS), VECTOR ANALYSIS, MATRICES (MATHEMATICS)
Keyword(s):
COVARIANCE MATRIX, BLUE(Best Linear Unbiased Estimate)
Report Date:
1971 Jan 01
Creation Date:
2017 May 03