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Statistics
A Journal of Theoretical and Applied Statistics
Volume 17, 1986 - Issue 4
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Original Articles

Estimation of covariance matrices of vector wiener process by minque method

Pages 569-575 | Received 01 Nov 1983, Published online: 04 Mar 2011

References

  • Alam , K. 1974 . Estimation of variance components of a WIENER process . Commun. Statist. , 3 : 843 – 852 .
  • Gikhman , I. I. and Skorohod , A. V. 1969 . Introduction to the Theory of Random Processes , Philadelphia : Saunders Company .
  • Kieloch , A. 1978 . Estymatory kwadratowe parametrow modelu MANOVA uzyskane metoda MINQUE . Colloquium Metodologiczne z Agro-Biometrii , : 254 – 267 .
  • Kieloch , A. 1979 . Estymacja kwadratowa w modelu wielu zmiennych . Colloquium Metodologiezne z Agro-Biometrii , : 125 – 133 .
  • Rao , C. R. 1971 . Estimation of variance and covariance components-MINQUE theory . J. Multivariate Anal. , 1 : 257 – 275 .
  • Rao , C. R. 1972 . Estimation of variance and covariance components in linear medels . J. Amer. Statist. Assoc. , 67 : 112 – 115 .
  • Rao , C. R. and KLEFFE , J. 1980 . Estimation of Variance Components . Handbook of Statistics , 1 : 1 – 40 .

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