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MEAN SQUARED ERROR REDUCTION FOR GMM ESTIMATORS OF LINEAR TIME SERIES MODELS
GMM LINEAR TIME SERIES MODELS
2015/9/22
In this paper we analyze Generalized Method of Moments (GMM) estimators for time
series models as advocated by Hansen and Singleton. It is well known that these estimators
achieve efficiency bo...
Widely Linear vs. Conventional Subspace-Based Estimation of SIMO Flat-Fading Channels: Mean-Squared Error Analysis
Subspace-Based Estimation SIMO Flat-Fading Channels: Mean-Squared Error Analysis
2011/7/7
We analyze the mean-squared error (MSE) performance of widely linear (WL) and conventional subspace-based channel estimation for single-input multiple-output (SIMO) flat-fading channels employing bina...
On admissibility in estimating the mean squared error of a linear estimator
admissibility in estimating the mean squared error a linear estimator
2009/9/22
Consider a linear estimator of a parametric vector C@
in the normal Oauss-Markov model Y - N(X/3, aV). The Mean
Squared Error of such an estimator may be presented in the form
ka + #l'XfKXP and may...