Search Results - subject:"parameter estimation"

Nonlinear Exchange Rate Models; A Selective Overview

Sarno, Lucio - International Monetary Fund (IMF) - 2003

This paper provides a selective overview of nonlinear exchange rate models recently proposed in the literature and assesses their contribution to understanding exchange rate behavior. Two key questions are examined. The first question is whether nonlinear autoregressive models of real exchange...

Persistent link: https://www.econbiz.de/10005825647

A note on maximin and Bayesian D-optimal designs in weighted polynomial regression

Biedermann, Stefanie; Dette, Holger - Institut für Wirtschafts- und Sozialstatistik, … - 2003

We consider the problem of finding D-optimal designs for estimating the coefficients in a weighted polynominal regression model with a certain efficiency function depending on two unknown parameters, which models he heteroscedastic error structure. This problem is tackled by adopting a Bayesian...

Persistent link: https://www.econbiz.de/10009295173

Maximin and Bayesian optimal designs for regression models

Dette, Holger; Haines, Linda M.; Imhof, Lorens A. - Institut für Wirtschafts- und Sozialstatistik, … - 2003

For many problems of statistical inference in regression modelling, the Fisher information matrix depends on certain nuisance parameters which are unknown and which enter the model nonlinearly. A common strategy to deal with this problem within the context of design is to construct maximin...

Persistent link: https://www.econbiz.de/10009295195

A note on maximin and Bayesian D-optimal designs in weighted polynomial regression

Biedermann, Stefanie; Dette, Holger - 2003

Persistent link: https://www.econbiz.de/10010476996

Maximin and Bayesian optimal designs for regression models

Dette, Holger; Haines, Linda M.; Imhof, Lorens - 2003

Persistent link: https://www.econbiz.de/10010477501

Parameter Estimation for the Two-Parameter Weibull Distribution

Nielsen, Mark A. 1985- - 2011

. The two-parameter Weibull has a shape (gamma) and scale (beta) parameter. Parameter estimation has been an ongoing search …

Persistent link: https://www.econbiz.de/10009457215

An M-estimator for High Breakdown Robust Estimation in Computer Vision

Hoseinnezhad, R; Bab-Hadiashar, A - 2011

Several high breakdown robust estimators have been developed to solve computer vision problems involving parametric modeling and segmentation of multi-structured data. Since the cost functions of these estimators are not differentiable functions of parameters, they are commonly optimized by...

Persistent link: https://www.econbiz.de/10009481692

Estimation of soil and grout thermal properties through a TSPEP (two-step parameter estimation procedure) applied to TRT (thermal response test) data

Bozzoli, F.; Pagliarini, G.; Rainieri, S.; Schiavi, L. - In: Energy 36 (2011) 2, pp. 839-846

In this paper, a versatile TSPEP (two-step parameter estimation procedure) based on a three-dimensional numerical model … essentially a two-step process. The first step uses the parameter estimation procedure, in the early transient regime to restore … in the second step, in which the parameter estimation procedure is applied to the late transient regime to restore the …

Persistent link: https://www.econbiz.de/10010808201

Linear least squares parameter estimation of nonlinear reaction diffusion equations

Mocenni, C.; Madeo, D.; Sparacino, E. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 10, pp. 2244-2257

This paper concerns with the development of a direct parameter identification procedure for a class of nonlinear reaction–diffusion equations. We assume to know the model equations with the exception of a set of constant parameters, such as diffusivity and reaction term parameters. Using the...

Persistent link: https://www.econbiz.de/10010870603

Meta-Heuristic Algorithms for Hydrologic Frequency Analysis

Hassanzadeh, Yousef; Abdi, Amin; Talatahari, Siamak; … - In: Water Resources Management 25 (2011) 7, pp. 1855-1879

suitable parameter estimation alternatives. Also, the results of Monte Carlo simulation for various sample sizes, ranging from …

Persistent link: https://www.econbiz.de/10010847345