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GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS

✍ Scribed by L. KAVALIERIS; E. J. HANNAN; M. SALAU


Book ID
108549528
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
99 KB
Volume
24
Category
Article
ISSN
0143-9782

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Generalized least-squares parameter esti
✍ Simon L. Marshall πŸ“‚ Article πŸ“… 2003 πŸ› American Institute of Chemical Engineers 🌐 English βš– 242 KB πŸ‘ 2 views

## Abstract Maximum likelihood fit of nonlinear, implicit, multiple‐response models to data containing normally distributed random errors can be carried out by a combination of the Gauss‐Newton generalized nonlinear least‐square algorithm first described by Britt and Luecke in 1973, with a Fletcher