论文检索

具有平稳误差的多元回归AI 解读

A practical computing technique is presented for the joint estimation of regression coefficients and the error spectrum in regression problems with stationary errors. In problems where unweighted least squares is not efficient, the procedure gives an estimate approaching the minimum variance linear unbiased estimate. Whether unweighted least squares is nearly efficient or not efficient, the procedure, in general, gives a much closer estimate of the covariance matrix of the…

平稳误差下的多元回归AI 解读

A practical computing technique is presented for the joint estimation of regression coefficients and the error spectrum in regression problems with stationary errors. In problems where unweighted least squares is not efficient, the procedure gives an estimate approaching the minimum variance linear unbiased estimate. Whether unweighted least squares is nearly efficient or not efficient, the procedure, in general, gives a much closer estimate of the covariance matrix of the…