Application of VAR Model based on Distributed Least Squares Estimation Algorithm

2020 ◽  
Author(s):  
Gao Qingying ◽  
Zhu Yanjie ◽  
Chen Zheang
Keyword(s):  
Least Squares ◽  
Estimation Algorithm ◽  
Least Squares Estimation ◽  
Var Model ◽  
Model Based

A Robust and Efficient Least Squares Estimation Algorithm

1985 ◽  
Vol 18 (5) ◽  
pp. 861-866
Author(s):  
M.H. Verhaegen ◽  
J. Vandewalle ◽  
F. Bril ◽  
M. Cumps
Keyword(s):  
Least Squares ◽  
Estimation Algorithm ◽  
Least Squares Estimation

GM(1,1) Model Based on Least Absolute Estimation of Residual

2011 ◽  
Vol 90-93 ◽  
pp. 2881-2886
Author(s):  
Yong He Deng
Keyword(s):  
Least Squares ◽  
Least Squares Estimation ◽  
Absolute Value ◽  
Model Based ◽  
Gross Error

Based on the choice characteristic of least absolute estimation ,and the principle of the minimum of summation of residual absolute value,the GM(1,1) model is proposed to distortion inspecting and forecasting.Exemples show the precision of least absolute estimation is uncertain to be higher a little than that of least squares estimation when observation value contains gross error,and the precision of least absolute estimation is lower a little than that of least squares estimation when observation value doesn’t contain gross error.So least absolute estimation isn’t beter to GM(1,1).

Parameter Estimation for a Multiplicative Competitive Interaction Model—Least Squares Approach

1974 ◽  
Vol 11 (3) ◽  
pp. 303-311 ◽  
Author(s):  
Masao Nakanishi ◽  
Lee G. Cooper
Keyword(s):  
Parameter Estimation ◽  
Least Squares ◽  
Interaction Model ◽  
Multiplicative Model ◽  
Competitive Interaction ◽  
Least Squares Estimation ◽  
Potential Usefulness ◽  
Estimation Techniques ◽  
Model Based ◽  
Least Squares Approach

Least squares estimation techniques are developed for a special multiplicative model based on the Luce choice axiom whose potential usefulness in marketing applications justifies estimation techniques which can be easily implemented.

Sign in / Sign up

Export Citation Format

Share Document