{"id":"https://openalex.org/W2171358460","doi":"https://doi.org/10.1109/tit.1970.1054475","title":"Bootstrapping the generalized least-squares estimator in colored Gaussian noise with unknown covariance parameters","display_name":"Bootstrapping the generalized least-squares estimator in colored Gaussian noise with unknown covariance parameters","publication_year":1970,"publication_date":"1970-07-01","ids":{"openalex":"https://openalex.org/W2171358460","doi":"https://doi.org/10.1109/tit.1970.1054475","mag":"2171358460"},"language":"en","primary_location":{"id":"doi:10.1109/tit.1970.1054475","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.1970.1054475","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5020067111","display_name":"Garry Goldstein","orcid":"https://orcid.org/0000-0002-7666-0166"},"institutions":[{"id":"https://openalex.org/I1334060403","display_name":"Technology Service Corporation (United States)","ror":"https://ror.org/042dp4138","country_code":"US","type":"company","lineage":["https://openalex.org/I1334060403"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"G. Goldstein","raw_affiliation_strings":["Technology Service Corporation, Santa Monica, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Technology Service Corporation, Santa Monica, CA, USA","institution_ids":["https://openalex.org/I1334060403"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5077282339","display_name":"Peter Swerling","orcid":null},"institutions":[{"id":"https://openalex.org/I1334060403","display_name":"Technology Service Corporation (United States)","ror":"https://ror.org/042dp4138","country_code":"US","type":"company","lineage":["https://openalex.org/I1334060403"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"P. Swerling","raw_affiliation_strings":["Technology Service Corporation, Santa Monica, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Technology Service Corporation, Santa Monica, CA, USA","institution_ids":["https://openalex.org/I1334060403"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I1334060403"],"apc_list":{"value":2645,"currency":"USD","value_usd":2645},"apc_paid":null,"fwci":0.7781,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.75734597,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"16","issue":"4","first_page":"385","last_page":"392"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9914000034332275,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9914000034332275,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.9868999719619751,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.9843999743461609,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6422858834266663},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6323240995407104},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.5602096319198608},{"id":"https://openalex.org/keywords/bootstrapping","display_name":"Bootstrapping (finance)","score":0.543777346611023},{"id":"https://openalex.org/keywords/least-squares-function-approximation","display_name":"Least-squares function approximation","score":0.5229690670967102},{"id":"https://openalex.org/keywords/gaussian-noise","display_name":"Gaussian noise","score":0.49837327003479004},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.495566725730896},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4819662272930145},{"id":"https://openalex.org/keywords/generalized-least-squares","display_name":"Generalized least squares","score":0.46595439314842224},{"id":"https://openalex.org/keywords/colors-of-noise","display_name":"Colors of noise","score":0.4638376832008362},{"id":"https://openalex.org/keywords/covariance-function","display_name":"Covariance function","score":0.4444962441921234},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.42145439982414246},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.37271901965141296},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3328152894973755},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.26689398288726807},{"id":"https://openalex.org/keywords/white-noise","display_name":"White noise","score":0.17803600430488586},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1329163908958435},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.1249522864818573}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6422858834266663},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6323240995407104},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.5602096319198608},{"id":"https://openalex.org/C207609745","wikidata":"https://www.wikidata.org/wiki/Q4944086","display_name":"Bootstrapping (finance)","level":2,"score":0.543777346611023},{"id":"https://openalex.org/C9936470","wikidata":"https://www.wikidata.org/wiki/Q6510405","display_name":"Least-squares function approximation","level":3,"score":0.5229690670967102},{"id":"https://openalex.org/C4199805","wikidata":"https://www.wikidata.org/wiki/Q2725903","display_name":"Gaussian noise","level":2,"score":0.49837327003479004},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.495566725730896},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4819662272930145},{"id":"https://openalex.org/C188649462","wikidata":"https://www.wikidata.org/wiki/Q2246261","display_name":"Generalized least squares","level":3,"score":0.46595439314842224},{"id":"https://openalex.org/C114996537","wikidata":"https://www.wikidata.org/wiki/Q4854529","display_name":"Colors of noise","level":3,"score":0.4638376832008362},{"id":"https://openalex.org/C137250428","wikidata":"https://www.wikidata.org/wiki/Q5178897","display_name":"Covariance function","level":3,"score":0.4444962441921234},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.42145439982414246},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.37271901965141296},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3328152894973755},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.26689398288726807},{"id":"https://openalex.org/C112633086","wikidata":"https://www.wikidata.org/wiki/Q381287","display_name":"White noise","level":2,"score":0.17803600430488586},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1329163908958435},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.1249522864818573},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tit.1970.1054475","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.1970.1054475","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1508255502","https://openalex.org/W1591978080","https://openalex.org/W1971633571","https://openalex.org/W1974086818","https://openalex.org/W2025032762","https://openalex.org/W2110889239","https://openalex.org/W2122258269","https://openalex.org/W2134883135","https://openalex.org/W2165890791","https://openalex.org/W4285719527","https://openalex.org/W4388534025","https://openalex.org/W6676397676"],"related_works":["https://openalex.org/W3143465902","https://openalex.org/W2112901162","https://openalex.org/W1586295832","https://openalex.org/W1490191303","https://openalex.org/W2926619812","https://openalex.org/W1966900924","https://openalex.org/W1986743941","https://openalex.org/W2053020023","https://openalex.org/W2365036990","https://openalex.org/W2276601145"],"abstract_inverted_index":{"It":[0],"is":[1,46],"demonstrated":[2],"that":[3,71],"in":[4,13],"problems":[5],"involving":[6],"the":[7,17,26,57],"estimation":[8],"of":[9,37,41,51],"linear":[10],"regression":[11],"parameters":[12],"colored":[14],"Gaussian":[15],"noise,":[16],"simple":[18],"least-squares":[19,58],"estimator":[20,59],"can":[21,30],"be":[22,31],"significantly":[23],"suboptimal.":[24],"When":[25],"noise":[27],"covariance":[28],"function":[29,36],"described":[32],"as":[33],"a":[34,38],"known":[35],"finite":[39],"number":[40],"unknown":[42],"nonrandom":[43],"parameters,":[44],"it":[45],"possible":[47],"to":[48,54,74],"take":[49],"advantage":[50],"this":[52],"information":[53],"improve":[55],"upon":[56],"by":[60],"an":[61],"appropriate":[62],"bootstrapping":[63],"technique.":[64],"Two":[65],"examples":[66,76],"are":[67,77],"given,":[68],"and":[69],"comments":[70],"may":[72],"lead":[73],"other":[75],"presented.":[78]},"counts_by_year":[],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}
