Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 62, No. 3 (Dec., 2000), pp. 433-447 (15 pages) This paper discusses an econometric technique based on optimal control theory which ...
The Journal of the American Statistical Association (JASA) has long been considered the premier journal of statistical science. Science Citation Index reported JASA was the most highly cited journal ...
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 ...
Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...