Linear Completeness in a Continuous Time Gauss-Markov Model
Ibarrola, P. ; Perez Palomares, A. (Universidad de Zaragoza)
Resumen: In this paper, we study linear completeness in a continuous time linear model. We give a characterization of this property and we show its equivalence with ordinary completeness when a Gaussian process is considered. Furthermore, a characterization of a sufficient and complete estimator in a continuous time Gaussian model is given.
Idioma: Inglés
DOI: 10.1016/j.spl.2004.06.014
Año: 2004
Publicado en: Statistics & Probability Letters 69, 2 (2004), 143-149
ISSN: 0167-7152
Factor impacto JCR: 0.284 (2004)
Categ. JCR: STATISTICS & PROBABILITY rank: 67 / 77 = 0.87 (2004) - Q4 - T3
Tipo y forma: Article (PostPrint)
Área (Departamento): Área Estadís. Investig. Opera. (Dpto. Métodos Estadísticos)
You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. You may not use the material for commercial purposes. If you remix, transform, or build upon the material, you may not distribute the modified material.
Exportado de SIDERAL (2024-02-02-14:58:32)
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Idioma: Inglés
DOI: 10.1016/j.spl.2004.06.014
Año: 2004
Publicado en: Statistics & Probability Letters 69, 2 (2004), 143-149
ISSN: 0167-7152
Factor impacto JCR: 0.284 (2004)
Categ. JCR: STATISTICS & PROBABILITY rank: 67 / 77 = 0.87 (2004) - Q4 - T3
Tipo y forma: Article (PostPrint)
Área (Departamento): Área Estadís. Investig. Opera. (Dpto. Métodos Estadísticos)
You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. You may not use the material for commercial purposes. If you remix, transform, or build upon the material, you may not distribute the modified material. Exportado de SIDERAL (2024-02-02-14:58:32)
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Record created 2024-01-25, last modified 2024-02-02