Optimal quadratic unbiased estimation for models with linear Toeplitz covariance structure

Jean-Michel Marin (1) , Thierry Dhorne (2)

1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision
2 Lab-STICC - Laboratoire des sciences et techniques de l'information, de la communication et de la connaissance (UMR 3192)

Domaines: Statistiques [math.ST]

Jean-Michel Marin, Thierry Dhorne. Optimal quadratic unbiased estimation for models with linear Toeplitz covariance structure. Statistics, 2003, 37 (2), pp.85-99. ⟨hal-01337418⟩