Title of article
Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields
Author/Authors
Cohen، نويسنده , , Guy and Francos، نويسنده , , Joseph M.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2002
Pages
14
From page
431
To page
444
Abstract
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.
Keywords
linear least squares estimation , Regression spectrum , Regression , two-dimensional random fields
Journal title
Journal of Multivariate Analysis
Serial Year
2002
Journal title
Journal of Multivariate Analysis
Record number
1557808
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