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The rate of convergence for the least squares estimator in nonlinear regression model with dependent errors

✍ Scribed by Shuhe Hu


Book ID
111783774
Publisher
SP Science China Press
Year
2002
Tongue
English
Weight
166 KB
Volume
45
Category
Article
ISSN
1674-7283

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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