Estimation of variances in orthogonal finite discrete spectrum linear regression models期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Estimation of variances in orthogonal finite discrete spectrum linear regression models

Authors:	Franti?ek??tulajter author-information" > author-information__contact u-icon-before" > mailto:Frantisek.Stulajter@fmph.uniba.sk" title=" Frantisek.Stulajter@fmph.uniba.sk" itemprop=" email" data-track=" click" data-track-action=" Email author" data-track-label=" " >Email author,Viktor?Witkovsky

Affiliation:	(1) Faculty of Mathematics, Physics and Informatics Comenius University Bratislava, Slovak Republic;(2) Institute of Measurement Science, Slovak Academy of Sciences, Dubrauska cesta 9, 84219 Bratislava, Slovak Republic

Abstract:	The Invariant Quadratic Estimators, the Maximum Likelihood Estimator (MLE) and Restricted Maximum Likelihood Estimator (REML) of variances in an orthogonal Finite Discrete Spectrum Linear Regression Model (FDSLRM) are derived and the problems of unbiasedness and consistency of these estimators are investigated.Acknowledgement. The research was supported by the grants 1/0272/03, 1/0264/03 and 2/4026/04 of the Slovak Scientific Grant Agency VEGA.

Keywords:	Time series finite discrete spectrum linear regression model invariant quadratic estimators of variance components maximum likelihood estimation restricted maximum likelihood estimation
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