Estimation of Stationary Stochastic Regression Parameters

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1970Publisher:JSTORJournal:Journal of the American Statistical Association, volume 65, page 1,547 (issn: 0162-1459,

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Authors: Thomas D. Burnett; Donald Guthrie;

doi: 10.2307/2284335 , 10.1080/01621459.1970.10481182

Estimation of Stationary Stochastic Regression Parameters

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Abstract

Abstract This article considers repeated regression experiments wherein the regression parameters vary according to a stationary stochastic process with known covariance structure. Expressions are derived for best linear estimators and predictors of linear functions of the regression parameters.

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