✦ LIBER ✦

BUILT-IN STABILIZATION AND VARIANCES IN LINEAR DYNAMIC MODELS

✍ Scribed by ØYSTEIN PETTERSEN

Book ID: 111042102
Publisher: John Wiley and Sons
Year: 1978
Tongue: English
Weight: 389 KB
Volume: 46
Category: Article
ISSN: 1463-6786
DOI: 10.1111/j.1467-9957.1978.tb00159.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

VARIANCES AND STABILITY IN LINEAR DYNAMI

VARIANCES AND STABILITY IN LINEAR DYNAMIC MODELS

✍ C. van de Panne 📂 Article 📅 1966 🏛 John Wiley and Sons 🌐 English ⚖ 299 KB

Estimation of variance components in dyn

Estimation of variance components in dynamic linear models

✍ Shelemyahu Zacks; Xiaodong Wang 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 91 KB

Two types of recursive estimators are developed for the variance components 2 and 2 of the dynamic linear model: non-Bayesian and Bayesian. From a frequentist point of view, both types of estimators are mean square consistent. The non-Bayesian estimator of 2 is also unbiased.

Estimating variance components in linear

Estimating variance components in linear models

✍ Friedrich Pukelsheim 📂 Article 📅 1976 🏛 Elsevier Science 🌐 English ⚖ 222 KB

Parameterizing inequality constraints on

Parameterizing inequality constraints on unique variances in linear structural models

✍ David Rindskopf 📂 Article 📅 1983 🏛 Springer 🌐 English ⚖ 721 KB

Temporal Aggregation in Dynamic Linear M

Temporal Aggregation in Dynamic Linear Models

✍ Alexandra Mello Schmidt; Dani Gamerman 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 202 KB 👁 1 views

One important aspect concerning the analysis and forecasting of time series that is sometimes neglected is the relationship between a model and the sampling interval, in particular, when the observation is cumulative over the sampling period. This paper intends to study the temporal aggregation in B

Bootstrap Variance and Bias Estimation i

Bootstrap Variance and Bias Estimation in Linear Models

✍ Jun Shao 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 French ⚖ 590 KB