This paper is concerned with estimates of an unknown vector parameter S based on observations X. A generalized error autocorrelation matrix with components the error moments of order 2p, is defined. A lower bound for this matrix is found and the p-efficient P(X/S) statistics realizing it are determined. The cases of i) X and S real, ii) S scalar real, and iii) X real and S complex are examined.
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- ECE Publications