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 ...
We explore various estimators for the parameters of a pair-copula construction (PCC), among those the stepwise semiparametric (SSP) estimator, designed for this dependence structure. We present its ...
Note: You must specify a value for the shape parameter for a lognormal Q-Q plot with the SIGMA= option or its alias, the SHAPE= option. The plot in Output 10.2.2 displays the most linear point pattern ...
A new method for measuring three different properties of light, at the same time, has been developed using an ...
Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing ...