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 ...
The contribution of the ith orthogonalized innovation to the mean square error matrix of the 10-step forecast is computed using the formula In Output 10.1.6, diagonal ...
Sardinha and Júdice1 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 ...
This is a preview. Log in through your library . The Annals of Statistics publishes research papers of the highest quality reflecting the many facets of contemporary statistics. Primary emphasis is ...