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 following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...

This paper deals with parameter estimation for stochastic volatility models. We consider a two-dimensional diffusion process (Yt,Vt). Only (Yt) is observed at n discrete times with a regular sampling ...

This is a preview. Log in through your library . Abstract Experimentalists are familiar with the aliasing that happens in data acquisition when the sampling rate is less than twice the highest ...