Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...
The contribution of the ith orthogonalized innovation to the mean square error matrix of the 10-step forecast is computed using the formula In Output 10.1.6, diagonal ...
The paper provides a formal proof that efficient estimates of parameters, which vary as as little as possible when measurements are repeated, may be expected to provide more accurate predictions. The ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback