Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...

Sardinha and Júdice 1 recently reviewed the important topic of human energy expenditure estimation from motion sensors. The manuscript is a comparison of methods and their validity, stratified by ...

Example 10.1: VAR Estimation and Variance Decomposition In this example, a VAR model is estimated and forecast. The VAR (3) model is estimated using investment, durable consumption, and consumption ...

Also, a methodology for estimating the confidence when it depends on unknown parameter values is given. The notions of confidence are not limited to interval estimation; examples are also given in ...