This paper studies a semi-linear errors-in-variables model of the form Y i = x$ i ;+ g(T i )+e i , X i =x i +u i (1 i n). The estimators of parameters ;, \_ 2 and of the smooth function g are derived by using the nearest neighbor-generalized least square method. Under some weak conditions, it is sho
β¦ LIBER β¦
Parameter estimation for ARMA processes with errors in models
β Scribed by Han-Fu Chen; Claude Deniau
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 476 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0167-7152
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