CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL
โ Scribed by David Hamilton; Ka Ho Wu
- Book ID
- 111039787
- Publisher
- John Wiley and Sons
- Year
- 1995
- Tongue
- English
- Weight
- 714 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0143-9782
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract An accurate method presented accounts for uncertain model parameters in nonlinear process optimization problems. The model representation is considered in terms of algebraic equations. Uncertain quantity parameters are often discretized into a number of finite values that are then used
This paper proposes a constrained empirical likelihood confidence region for a parameter b 0 in the linear errors-in-variables model: ; which is constructed by combining the score function corresponding to the squared orthogonal distance with a constrained region of b 0 : It is shown that the cover