Minimum Distance Estimation Time by Tekin Hakan (14 results)
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Paperback or Softback. Condition: New. Minimum Distance Estimation on Time Series Analysis With Little Data. Book.
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Condition: New. KlappentextrnrnMinimum distance estimate is a statistical parameter estimate technique that selects model parameters that minimize a good-of-fit statistic. Minimum distance estimation has been demonstrated better standard approaches, including m.
Language: English
Published by British Library, Historical Print Editions 2012
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Language: English
Published by British Library, Historical Print Editions Nov 2012 2012
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Taschenbuch. Condition: Neu. Neuware - Minimum distance estimate is a statistical parameter estimate technique that selects model parameters that minimize a good-of-fit statistic. Minimum distance estimation has been demonstrated better standard approaches, including maximum likelihood estimators and least squares, in estimating… statistical distribution parameters with very small data sets. This research applies minimum distance estimation to the task of making time series predictions with very few historical observations. In a Monte Carlo analysis, we test a variety of distance measures and report the results based on many different criteria. Our analysis tests the robustness of the approach by testing its ability to make predictions when the fitted time-series model does not match the data generation model. Our analysis indicates benefits in applying minimum distance estimation when making time series prediction based on less than 30 observations.
Language: English
Published by British Library, Historical Print Editions 2012
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Condition: New. Print on Demand pp. 104.
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Condition: New. PRINT ON DEMAND pp. 104.
