Chang, Der-Shin; Wong, Chi Song - In: Journal of Multivariate Analysis 11 (1981) 1, pp. 85-101
Let = (1, 2, ..., n)' be the least-squares estimator of [theta] = ([theta]1, [theta]2, ..., [theta]n)' by the realization of the process y(t) = [Sigma]k = 1n [theta]kfk(t) + [xi](t) on the interval T = [a, b] with f = (f1, f2, ..., fn)' belonging to a certain set X. The process satisfies...