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.
Original language | English |
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Pages (from-to) | 431-444 |
Number of pages | 14 |
Journal | Journal of Multivariate Analysis |
Volume | 82 |
Issue number | 2 |
DOIs | |
State | Published - 1 Jan 2002 |
Keywords
- Linear least squares estimation
- Regression
- Regression spectrum
- Two-dimensional random fields
ASJC Scopus subject areas
- Statistics and Probability
- Numerical Analysis
- Statistics, Probability and Uncertainty