Linear least squares estimation of regression models for two-dimensional random fields

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2 Scopus citations

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 languageEnglish
Pages (from-to)431-444
Number of pages14
JournalJournal of Multivariate Analysis
Volume82
Issue number2
DOIs
StatePublished - 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

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