Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields
We consider the problem of estimating regression models of two-dimensional random fields. Asymptotic properties of the least squares estimator of the linear regression coefficients are studied for the case where the disturbance is a homogeneous random field with an absolutely continuous spectral distribution and a positive and piecewise continuous spectral density. We obtain necessary and sufficient conditions on the regression sequences such that a linear estimator of the regression coefficients is asymptotically unbiased and mean square consistent. For such regression sequences the asymptotic covariance matrix of the linear least squares estimator of the regression coefficients is derived.
Year of publication: |
2002
|
---|---|
Authors: | Cohen, Guy ; Francos, Joseph M. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 82.2002, 2, p. 431-444
|
Publisher: |
Elsevier |
Keywords: | two-dimensional random fields regression linear least squares estimation regression spectrum |
Saved in:
Saved in favorites
Similar items by person
-
Volatile markets made easy : trading stocks and options for increased profits
Cohen, Guy, (2009)
-
Options made easy : your guide to profitable trading
Cohen, Guy, (2005)
-
Options made easy : your guide to profitable trading
Cohen, Guy, (2002)
- More ...