11 search results - page 1 / 3 » Precise asymptotics for the first moment of the error varian... |
APPML
2008
13 years 5 months ago
2008
Let 2 be the unknown error variance of a linear model and let ^2 be the estimator of 2 based on the residual sum of squares. In this work, we show the precise asymptotics in the l...
ICCAD
2004
IEEE
14 years 2 months ago
2004
IEEE
While process variations are becoming more significant with each new IC technology generation, they are often modeled via linear regression models so that the resulting performanc...
MA
2011
Springer
13 years 15 days ago
2011
Springer
The asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of vector autoregressive moving-average (VARMA) models are derived under the assumption that the errors ...
AUTOMATICA
2008
13 years 5 months ago
2008
This paper is concerned with the problem of robust filtering for uncertain linear discrete-time descriptor systems. The matrices of the system state-space model are uncertain, bel...
CORR
2008
Springer
13 years 5 months ago
2008
Springer
This paper is devoted to the study of the performance of the linear minimum mean-square error (LMMSE) receiver for (receive) correlated multiple-input multiple-output (MIMO) system...