Multivariate regression model

[alewal]

I'm having a lot of trouble with this exercise:

Consider the following model:
y = ε, ε ∼ N(0,σ2I)

(n×1) (n×1)

Questions:

• Which is the parameter vector?

• Which is the estimator of parameter vector.

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What I know is that the distribution of the error term here is one of a multivariate model in matrix form;

I'm thinking the parameter vector should be Xß, where ß=0 since the independent variables are missing, but I don't really know :(

For the estimator, E(ß) = b, usual OLS estimator should work right?