A new consistent estimator for linear errors-in-variables models

Authors
Citation
S. Baran, A new consistent estimator for linear errors-in-variables models, COMPUT MATH, 41(7-8), 2001, pp. 821-833
Citations number
8
Categorie Soggetti
Computer Science & Engineering
Journal title
COMPUTERS & MATHEMATICS WITH APPLICATIONS
ISSN journal
08981221 → ACNP
Volume
41
Issue
7-8
Year of publication
2001
Pages
821 - 833
Database
ISI
SICI code
0898-1221(200104)41:7-8<821:ANCEFL>2.0.ZU;2-O
Abstract
A new estimator for linear errors-in-variables models is considered that is based on the Fourier transform of a weight function. The consistency of th e estimator is verified. Examples and simulation results are also presented . (C) 2001 Elsevier Science Ltd. All rights reserved.