Natural estimation of variances in a general finite discrete spectrum linear regression model

Martina Hančová ()

Metrika: International Journal for Theoretical and Applied Statistics, 2008, vol. 67, issue 3, 265-276

Keywords: Time series; Finite discrete spectrum linear regression model; Natural estimators of variance components; Orthogonal and oblique projectors; The Schur complement (search for similar items in EconPapers)
Date: 2008
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s00184-007-0132-9 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:67:y:2008:i:3:p:265-276

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/184/PS2

DOI: 10.1007/s00184-007-0132-9

Access Statistics for this article

Metrika: International Journal for Theoretical and Applied Statistics is currently edited by U. Kamps and Norbert Henze

More articles in Metrika: International Journal for Theoretical and Applied Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().