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The performance comparison of optimally weighted LS and linear minimum variance estimation of linear model with random input.
Yunmin Zhu
Juan Zhao
X. Rong Li
Published in:
CDC (2002)
Keyphrases
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linear model
minimum variance
semi parametric
least squares
linear models
regression model
nonlinear models
spectral estimation
linear prediction
parameter estimation
additive model
long term
model selection
estimation error
portfolio optimization