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GMM Estimation of Time Series Models

BOOK CHAPTER published 13 April 1999 in Generalized Method of Moments Estimation

Authors: David Harris

https://doi.org/10.1017/cbo9780511625848.007 Actions

Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy—tailed Innovations

BOOK CHAPTER published in Estimation in Conditionally Heteroscedastic Time Series Models

https://doi.org/10.1007/3-540-26978-9_7 Actions

Nonparametric Estimation of a Class of Nonlinear Time Series Models

BOOK CHAPTER published 1991 in Nonparametric Functional Estimation and Related Topics

Authors: M. Pawlak | W. Greblicki

https://doi.org/10.1007/978-94-011-3222-0_40 Actions

BILINEAR TIME SERIES MODELS

BOOK CHAPTER published December 1993 in Dimension Estimation and Models

Authors: PHAM DINH TUAN

https://doi.org/10.1142/9789814317382_0005 Actions

Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models

BOOK CHAPTER published in Estimation in Conditionally Heteroscedastic Time Series Models

https://doi.org/10.1007/3-540-26978-9_6 Actions

Equivalent modeling, improvement, and state-space description

BOOK CHAPTER published 2 December 2021 in Battery State Estimation: Methods and models

https://doi.org/10.1049/pbpo212e_ch3 Actions

Recursive Estimation of Time-Variable Parameters in Regression Models

BOOK CHAPTER published 1984 in Recursive Estimation and Time-Series Analysis

Authors: Peter Young

https://doi.org/10.1007/978-3-642-82336-7_5 Actions

Financial Time Series: Facts and Models

BOOK CHAPTER published in Estimation in Conditionally Heteroscedastic Time Series Models

https://doi.org/10.1007/3-540-26978-9_3 Actions

index

OTHER published 30 June 2017 in Classification, Parameter Estimation and State Estimation

https://doi.org/10.1002/9781119152484.index Actions

Recursive Estimation of Time Variable Parameters in Regression Models

BOOK CHAPTER published 2011 in Recursive Estimation and Time-Series Analysis

Authors: Peter C. Young

https://doi.org/10.1007/978-3-642-21981-8_4 Actions

4. Nonlinear and generalized linear models

BOOK CHAPTER published 19 December 2016 in Radiation Risk Estimation

https://doi.org/10.1515/9783110433661-009 Actions

Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach

BOOK CHAPTER published in Estimation in Conditionally Heteroscedastic Time Series Models

https://doi.org/10.1007/3-540-26978-9_5 Actions

Optimal Identification and Estimation of Discrete-Time Transfer Function Models

BOOK CHAPTER published 2011 in Recursive Estimation and Time-Series Analysis

Authors: Peter C. Young

https://doi.org/10.1007/978-3-642-21981-8_7 Actions

Optimal Identification and Estimation of Continuous-Time Transfer Function Models

BOOK CHAPTER published 2011 in Recursive Estimation and Time-Series Analysis

Authors: Peter C. Young

https://doi.org/10.1007/978-3-642-21981-8_8 Actions

3. State-Space Models in Krein Space

BOOK CHAPTER published January 1999 in Indefinite-Quadratic Estimation and Control

https://doi.org/10.1137/1.9781611970760.ch3 Actions

State-Dependent Parameter (SDP) Estimation

BOOK CHAPTER published 2011 in Recursive Estimation and Time-Series Analysis

Authors: Peter C. Young

https://doi.org/10.1007/978-3-642-21981-8_11 Actions

Unobserved Component Models

BOOK CHAPTER published 2011 in Recursive Estimation and Time-Series Analysis

Authors: Peter C. Young

https://doi.org/10.1007/978-3-642-21981-8_5 Actions

Continuous-Time Estimation

BOOK CHAPTER published 31 July 2017 in State Estimation for Robotics

https://doi.org/10.1017/9781316671528.011 Actions

Parameter Estimation: An Overview

BOOK CHAPTER published in Estimation in Conditionally Heteroscedastic Time Series Models

https://doi.org/10.1007/3-540-26978-9_4 Actions

The unscented Kalman filter

OTHER published 5 May 2006 in Optimal State Estimation

https://doi.org/10.1002/0470045345.ch14 Actions
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