• 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