Simon Fraser University

Example 8.13: Parameter Estimation for a Regression Model with ARMA Errors

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 ...
JSTOR Daily

The Estimation of Regression and Error-Scale Parameters, When the Joint Distribution of the Errors is of Any Continuous Form and Known Apart from a Scale Parameter

Biometrika is primarily a journal of statistics in which emphasis is placed on papers containing original theoretical contributions of direct or potential value in applications. From time to time, ...
Simon Fraser University

Parameter Estimation

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 ...
JSTOR Daily

Parameter Estimation in Marketing Models in the Presence of Influential Response Data: Robust Regression and Applications

In marketing models, the presence of aberrant response values or outliers in data can distort the parameter estimates or regression coefficients obtained by means of ordinary least squares. The ...