GaussMarkov theorem

Results: 5



#Item
1Statistics / Estimation theory / Statistical theory / Linear filters / Algebra of random variables / Covariance and correlation / Signal processing / Minimum mean square error / Kalman filter / GaussMarkov theorem / Covariance / Multivariate random variable

Int J Geomath DOIs13137ORIGINAL PAPER A recursive linear MMSE filter for dynamic systems with unknown state vector means

Add to Reading List

Source URL: gnss.curtin.edu.au

Language: English - Date: 2016-06-14 03:16:25
2Regression analysis / Econometrics / Time series analysis / Estimation theory / Parametric statistics / Ordinary least squares / Heteroscedasticity / Linear regression / Autocorrelation / DurbinWatson statistic / GaussMarkov theorem / Unit root

Median-Unbiased Estimation of Higher Order Autoregressive/Unit Root Processes and Autocorrelation Consistent Covariance Estimation in a Money Demand Model J. Huston McCulloch 1

Add to Reading List

Source URL: www.econ.ohio-state.edu

Language: English - Date: 2012-01-12 12:02:16
3Regression analysis / Linear regression / Ordinary least squares / Coefficient of determination / Autocorrelation / Correlation and dependence / GaussMarkov theorem / Multicollinearity / Standardized coefficient / Residual sum of squares / Generalized least squares / Factor analysis

Coefficient shifts in geographical ecology: an empirical evaluation of spatial and non-spatial regression

Add to Reading List

Source URL: islandlab.uac.pt

Language: English - Date: 2016-01-04 07:34:50
4Estimation theory / Estimator / Kalman filter / Minimum mean square error / Maximum likelihood estimation / Bias of an estimator / Mean squared error / Point estimation / GaussMarkov theorem / Extended Kalman filter / Efficient estimator

2 Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters 3

Add to Reading List

Source URL: ria.ua.pt

Language: English - Date: 2016-05-13 08:38:39
5Statistics / Estimation theory / Statistical theory / Bias of an estimator / GaussMarkov theorem / Covariance / Variance / Maximum likelihood estimation / Kalman filter / Expected value / Efficiency / Estimator

Social Learning in a Changing World Rafael M. Frongillo∗, Grant Schoenebeck† and Omer Tamuz‡ arXiv:1109.5482v1 [cs.SI] 26 SepSeptember 27, 2011

Add to Reading List

Source URL: people.hss.caltech.edu

Language: English - Date: 2012-03-08 06:42:19
UPDATE