A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors

Economics Letters ◽

10.1016/0165-1765(86)90032-7 ◽

1986 ◽

Vol 20 (3) ◽

pp. 251-254 ◽

Author(s):

Sunil K. Sapra

Keyword(s):

Least Squares ◽

Estimation Procedure ◽

Least Squares Estimation ◽

Market Model ◽

Conditional Least Squares ◽

Autocorrelated Errors

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Conditional least squares estimation in nonstationary nonlinear stochastic regression models

The Annals of Statistics ◽

10.1214/09-aos733 ◽

2010 ◽

Vol 38 (1) ◽

pp. 566-597 ◽

Author(s):

Christine Jacob

Keyword(s):

Least Squares ◽

Regression Models ◽

Least Squares Estimation ◽

Conditional Least Squares ◽

Stochastic Regression

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On Conditional Least Squares Estimation for Stochastic Processes

The Annals of Statistics ◽

10.1214/aos/1176344207 ◽

1978 ◽

Vol 6 (3) ◽

pp. 629-642 ◽

Author(s):

Lawrence A. Klimko ◽

Paul I. Nelson

Keyword(s):

Stochastic Processes ◽

Least Squares ◽

Least Squares Estimation ◽

Conditional Least Squares

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Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2013.07.038 ◽

2014 ◽

Vol 69 ◽

pp. 243-254 ◽

Author(s):

Kwang Woo Ahn ◽

Kung-Sik Chan

Keyword(s):

Kalman Filter ◽

Least Squares ◽

State Space ◽

Unscented Kalman Filter ◽

State Space Model ◽

Least Squares Estimation ◽

Space Model ◽

Conditional Least Squares ◽

Nonlinear State

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Conditional Least Squares Estimation for Discretely Sampled Nonergodic Diffusions

Asian Research Journal of Mathematics ◽

10.9734/arjom/2017/38665 ◽

2018 ◽

Vol 7 (4) ◽

pp. 1-18

Author(s):

Jaya Bishwal

Keyword(s):

Least Squares ◽

Least Squares Estimation ◽

Conditional Least Squares

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Second-order least-squares estimation for regression models with autocorrelated errors

Computational Statistics ◽

10.1007/s00180-013-0470-1 ◽

2013 ◽

Vol 29 (5) ◽

pp. 931-943 ◽

Author(s):

Dedi Rosadi ◽

Shelton Peiris

Keyword(s):

Least Squares ◽

Regression Models ◽

Second Order ◽

Least Squares Estimation ◽

Autocorrelated Errors

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On conditional least squares estimation for affine diffusions based on continuous time observations

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-018-9174-z ◽

2018 ◽

Vol 22 (1) ◽

pp. 41-75

Author(s):

Beáta Bolyog ◽

Gyula Pap

Keyword(s):

Least Squares ◽

Continuous Time ◽

Least Squares Estimation ◽

Conditional Least Squares

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A nonlinear least squares estimation procedure without initial parameter guesses

2008 47th IEEE Conference on Decision and Control ◽

10.1109/cdc.2008.4739175 ◽

2008 ◽

Author(s):

Julian Bonilla ◽

Moritz Diehl ◽

Bart De Moor ◽

Jan Van Impe

Keyword(s):

Least Squares ◽

Nonlinear Least Squares ◽

Estimation Procedure ◽

Least Squares Estimation ◽

Initial Parameter ◽

Nonlinear Least Squares Estimation

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Conditional least squares estimation for the SINAR(1, 1) process

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2020.1871489 ◽

2021 ◽

pp. 1-30

Author(s):

Gilberto Pereira Sassi ◽

Carolina Costa Mota Paraíba

Keyword(s):

Least Squares ◽

Least Squares Estimation ◽

Conditional Least Squares

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Weighted conditional least squares estimation in controlled multitype branching processes

Workshop on Branching Processes and Their Applications - Lecture Notes in Statistics ◽

10.1007/978-3-642-11156-3_11 ◽

2010 ◽

pp. 147-155 ◽

Author(s):

Miguel González ◽

Inés M. del Puerto

Keyword(s):

Least Squares ◽

Branching Processes ◽

Least Squares Estimation ◽

Conditional Least Squares ◽

Multitype Branching Processes

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Estimation of the Lunar Physical Librations

International Astronomical Union Colloquium ◽

10.1017/s0252921100046339 ◽

1997 ◽

Vol 165 ◽

pp. 21-30 ◽

Author(s):

X X Newhall ◽

J. G. Williams

Keyword(s):

Fourier Analysis ◽

Least Squares ◽

Estimation Procedure ◽

Least Squares Estimation ◽

Time Varying ◽

AbstractThe recent long-term integration of JPL ephemeris DE403/LE403 yielded lunar physical librations covering 6000 years. A Fourier analysis of a 718-year subset of this span produced estimates of the component frequencies of the forced and free librations. A subsequent iterative least-squares estimation procedure provided precise values for phases and for time-varying amplitudes and frequencies. Two free libration modes were found; presence of a third is possible but close to the noise.

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