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portada linear models with correlated disturbances
Type
Physical Book
Author
Publisher
Year
1991
Language
English
Pages
196
Format
Paperback
Dimensions
24.4x17x1.1 cm
Weight
0.34 kg.
ISBN
3540539018
ISBN13
9783540539018
Categories

linear models with correlated disturbances

Paul Knottnerus (Author) · Springer · Paperback

linear models with correlated disturbances - Knottnerus, Paul

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Synopsis "linear models with correlated disturbances"

This book is primarily concerned with the estimation of regression models with correlated disturbances. Topics discussed include maximum likelihood, test strategies, Kalman filtering, conditional normal distributions, the Cramér-Rao inequality, Cholesky decomposition, missing observations and numerical optimization. A simple geometrical approach is used.

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