๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Ridge estimation in linear models with heteroskedastic errors

โœ Scribed by M. A. Alkhamisi


Book ID
120730568
Publisher
Springer-Verlag
Year
2012
Tongue
English
Weight
503 KB
Volume
74
Category
Article
ISSN
0976-8386

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Estimation of quantized linear errors-in
โœ Vikram Krishnamurthy ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 627 KB

We present an estimation algorithm for dynamic shock-error models (DSEM) given l-bit quantized noisy measurements of the input and output. The algorithm is called the binary series estimation algorithm (BSEA). BSEA is computationally inexpensive, since it involves counting the number of occurrences