首页 | 本学科首页   官方微博 | 高级检索  
     


Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields
Authors:Guy Cohen  Joseph M. Francos
Affiliation:Ben-Gurion University, Beer-Sheva, Israelf1
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:two-dimensional random fields   regression   linear least squares estimation   regression spectrum
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号