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Weighted least squares estimates in partly linear regression models

✍ Scribed by Anton Schick


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
298 KB
Volume
27
Category
Article
ISSN
0167-7152

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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 dis