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 ...
Simon Fraser University

Example 10.2: Estimating Parameters from Lognormal Plots

Note: You must specify a value for the shape parameter for a lognormal Q-Q plot with the SIGMA= option or its alias, the SHAPE= option. The plot in Output 10.2.2 displays the most linear point pattern ...
Nature

A framework for parameter estimation and model selection from experimental data in systems biology using approximate Bayesian computation

Experimental data and mathematical models are beginning to take equal billing in systems biology. Experimental observations without a framework in which to link them offer researchers only limited ...
JSTOR Daily

Estimation of Parameter Matrices and Eigenvalues in MANOVA and Canonical Correlation Analysis

The Annals of Statistics, Vol. 15, No. 4 (Dec., 1987), pp. 1651-1666 (16 pages) We consider the problem of estimating parameter matrices which occur in the noncentral Wishart, noncentral multivariate ...
Risk

Copula parameter estimation: numerical considerations and implications for risk management

The purpose of this paper is to present a comprehensive simulation study on the finite sample properties of minimum distance and maximum likelihood estimators for bivariate and multivariate parametric ...