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Estimation of Stationary Stochastic Regression Parameters
Thomas D. Burnett and Donald Guthrie
Journal of the American Statistical Association
Vol. 65, No. 332 (Dec., 1970), pp. 1547-1553
Stable URL: http://www.jstor.org/stable/2284335
Page Count: 7
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This article considers repeated regression experiments wherein the regression parameters vary according to a stationary stochastic process with known covariance structure. Expressions are derived for best linear estimators and predictors of linear functions of the regression parameters.
Journal of the American Statistical Association © 1970 American Statistical Association