Abstract
Asymptotic formulas are obtained for the generalized variance of the least squares estimates in polynomial regression under the assumption that the basic random variables are those of a stationary stochastic process, or a slight generalization of such a process. These formulas are used to study the information obtained by increasing the number of observational points in an interval and by increasing the length of the interval.
Citation
Paul G. Hoel. "Asymptotic Efficiency in Polynomial Estimation." Ann. Math. Statist. 32 (4) 1042 - 1047, December, 1961. https://doi.org/10.1214/aoms/1177704844
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