Estimation of parameters in linear fixed and mixed effects models, under order restrictions on the error variances, is considered in this article. For simplicity of exposition, we shall assume that the error variances are subject to simple order restriction. Similar methodology can be developed...

We introduce multivariate state space models for estimating and forecasting fertility rates that are dynamic alternatives to logistic representations for fixed time points. Strategies are provided for the Kalman filter and for quasi-Newton algorithm initialization, that assure the convergence of...