Partial parametric estimation for nonstationary nonlinear regressions
β Scribed by Chang Sik Kim; In-Moo Kim
- Book ID
- 113700377
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 323 KB
- Volume
- 167
- Category
- Article
- ISSN
- 0304-4076
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The sequential estimation of the states of a process described by a set of nonlinear hyperbolic or parabolic partial differential equations subject to both stochastic input disturbances and measurement errors is considered. A functional partial differential equation of Hamilton-Jacobi type is derive
Let us consider the ΓΏxed regression model, Yt = m(xt) + t ; t = 1; : : : ; n; and assume that the random errors, { t }; follow an ARMA-type dependence structure. The purpose of this paper is to study the application of the bootstrap test to check that the unknown regression function, m, follows a ge