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空间回归中残差协方差模型的最大似然估计AI 解读

We describe the maximum likelihood method for fitting the linear model when residuals are correlated and when the covariance among the residuals is determined by a parametric model containing unknown parameters. Observations are assumed to be Gaussian. We give conditions which ensure consistency and asymptotic normality of the estimators. Our main concern is with the analysis of spatial data and in this context we describe some simulation experiments to assess the small…

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随机缺失观测下的时间序列自相关估计AI 解读

Estimation of the autocorrelations of a time series is considered when some observations are missing. Missing observations are assumed to occur at random. Estimators are proposed and approximate formulae are derived for their covariance and bias. Some particular cases are discussed.