ON PARAMETER ESTIMATION OF SEMI-VARYING COEFFICIENT MODELS WITH CORRELATED RANDOM ERRORS

Yue Xia; Lu Zhang

doi:10.12732/ijpam.v98i1.1

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ON PARAMETER ESTIMATION OF SEMI-VARYING COEFFICIENT MODELS WITH CORRELATED RANDOM ERRORS

Yue Xia Lu Zhang

Year: 2015 Journal: International Journal of Pure and Apllied Mathematics Vol: 98 (1) Publisher: Academic Publications

DOI: 10.12732/ijpam.v98i1.1

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Abstract

This paper deals with estimation of semi-varying coefficient models with correlated random errors.The estimations of the function coefficients are are given by the use of generalized weighted least squares.The theorem of Gauss-Markov was very well known, but moreover we present an estimation of parameter σ 2 .

Keywords:

Estimation Random error Mathematics Statistics Applied mathematics Engineering

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Analysis of environmental and stochastic processes

Physical Sciences → Environmental Science → Management, Monitoring, Policy and Law

Advanced Control Systems Optimization

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Statistical and numerical algorithms

Physical Sciences → Mathematics → Applied Mathematics

ON PARAMETER ESTIMATION OF SEMI-VARYING COEFFICIENT MODELS WITH CORRELATED RANDOM ERRORS

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