minimum variance of a rational function estimator
- From: wtc <wcharoe@xxxxxxxxx>
- Date: Wed, 24 Oct 2007 20:56:33 -0700
I am trying to assess the quality of function estimate, and just
wonder
if I can assume that the variance of a rational function is minimum
if
the coefficient of the rational function is obtained from a minimum
variance estimate.
For example, if f(x) = ( a.x+b.x^2+c.x^3 ) / (d.x+e.x^4)
If a, b, c, d, and e are the mimimum variance coeffient estimates
obtained from estimating of a time serie, Can we conclude that the
f(x) has a minimum estimated variance?
.
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