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The exact moments of the least-squares estimator for the autoregressive model corrections and extensions

โœ Scribed by J.C. Nankervis; N.E. Savin

Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
502 KB
Volume
37
Category
Article
ISSN
0304-4076

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Parallel algorithms for downdating the l
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โœ Petko I. Yanev; Erricos J. Kontoghiorghes ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 993 KB

Computationally efficient parallel algorithms for downdating the least squares estimator of the ordinary linear regression are proposed. The algorithms, which are based on the QR decomposition, are block versions of sequential Givens strategies and efficiently exploit the triangular structure of the