We consider ordinary least squares estimation of unknown parameters from observations of a Gaussian random field in the rectangle [O, T]×[O, S]. Strong consistency and asymptotic normality of the estimators is proved.
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A. Ya. Dorogovtsev, Theory of Parameter Estimation for Stochastic Processes [in Russian], Vishcha Shkola, Kiev (1982).
Translated from Kibernetika, No. 5, pp. 64–68, September–October, 1989.
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Knopov, P.S., Kasitskaya, E.I. Asymptotic properties of ordinary least squares estimators in Gauss regression for random fields. Cybern Syst Anal 25, 641–648 (1989). https://doi.org/10.1007/BF01075222
- Operating System
- Artificial Intelligence
- System Theory
- Unknown Parameter
- Random Field