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)