The parameter-tracking abilities of weighted-least-squares (WLS) estimators are characterized in terms of a suitably defined variability matrix and associated frequency characteristics. Using these concepts, the conflict arising between the estimation variance and estimation bandwidth is easily explained and quantified.>
No takes yet. Share an insight, caveat, or question.
Maciej Niedźwiecki (1988) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: