Asymptotic Efficiency in Polynomial Estimation
Hoel, Paul G.
Ann. Math. Statist., Tome 32 (1961) no. 4, p. 1042-1047 / Harvested from Project Euclid
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Asymptotic formulas are obtained for the generalized variance of the least squares estimates in polynomial regression under the assumption that the basic random variables are those of a stationary stochastic process, or a slight generalization of such a process. These formulas are used to study the information obtained by increasing the number of observational points in an interval and by increasing the length of the interval.
Publié le : 1961-12-14
Classification:  
@article{1177704844,
     author = {Hoel, Paul G.},
     title = {Asymptotic Efficiency in Polynomial Estimation},
     journal = {Ann. Math. Statist.},
     volume = {32},
     number = {4},
     year = {1961},
     pages = { 1042-1047},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177704844}
}

Hoel, Paul G. Asymptotic Efficiency in Polynomial Estimation. Ann. Math. Statist., Tome 32 (1961) no. 4, pp.  1042-1047. http://gdmltest.u-ga.fr/item/1177704844/