Linear completeness in a continuous time Gauss-Markov model

P. Ibarrola and A. Pérez-Palomares

Statistics & Probability Letters, 2004, vol. 69, issue 2, 143-149

Abstract: In this paper, we study linear completeness in a continuous time linear model. We give a characterization of this property and we show its equivalence with ordinary completeness when a Gaussian process is considered. Furthermore, a characterization of a sufficient and complete estimator in a continuous time Gaussian model is given.

Keywords: Gauss-Markov; model; Continuous; time; Linear; completeness; Linear; sufficiency (search for similar items in EconPapers)
Date: 2004
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