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 ...

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 ...

The data and model for this example were obtained from Bard (1974, p.133-138). The example is a two-equation econometric model used by Bodkin and Klein to fit U.S production data for the years ...

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 ...