Narrow search
Showing 1 - 10 of 72
Cover Image
Verteilte Zustandsschätzung nichtlinearer Systeme
Hilgers, Peter - 2012
Die Arbeit handelt von der Kombination des Unscented Kalman-Filters mit den Methoden der Dezentralisierung, Verteilung und Fusion. Zu Anfang werden die allgemeinen Grundlagen der optimalen Zustandsschätzung für das lineare Filter hergeleitet. Aus diesen Betrachtungen, die auch mit Blick auf...
Persistent link: https://www.econbiz.de/10015207797
Cover Image
Detection of shift in process mean with X chart for autocorrelated data
Singh, Sukhraj; Prajapati, D. R. - In: International journal of quality & reliability management 30 (2013) 7, pp. 765-779
Persistent link: https://www.econbiz.de/10009788881
Cover Image
Verteilte Zustandsschätzung nichtlinearer Systeme
Hilgers, Peter - 2012
Die Arbeit handelt von der Kombination des Unscented Kalman-Filters mit den Methoden der Dezentralisierung, Verteilung und Fusion. Zu Anfang werden die allgemeinen Grundlagen der optimalen Zustandsschätzung für das lineare Filter hergeleitet. Aus diesen Betrachtungen, die auch mit Blick auf...
Persistent link: https://www.econbiz.de/10009691295
Cover Image
A Matlab program and user's guide for the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard; Popiel, Michal Ksawery - 2014
This manual describes the usage of the accompanying freely available Matlab program for estimation and testing in the … fractionally cointegrated vector autoregressive (FCVAR) model. This program replaces an earlier Matlab program by Nielsen and Morin … (2014), and although the present Matlab program is not compatible with the earlier one, we encourage use of the new program. …
Persistent link: https://www.econbiz.de/10010418272
Cover Image
Modified chart with optimized ARLs in autocorrelated processes
Prajapati, D. R.; Singh, Sukhraj - In: The TQM journal : the international review of … 27 (2015) 5, pp. 633-647
Persistent link: https://www.econbiz.de/10011443179
Cover Image
A hitchhiker's guide to empirical macro models
Ferroni, Filippo; Canova, Fabio - 2021
This paper describes a package which uses MATLAB functions and routines to estimate VARs, local projections and other …
Persistent link: https://www.econbiz.de/10012617682
Cover Image
Representation-Constrained Canonical Correlation Analysis : A Hybridization of Canonical Correlation and Principal Component Analyses
Mishra, Sudhanshu K. - 2009
The classical canonical correlation analysis is extremely greedy to maximize the squared correlation between two sets of variables. As a result, if one of the variables in the dataset-1 is very highly correlated with another variable in the dataset-2, the canonical correlation will be very high...
Persistent link: https://www.econbiz.de/10014046874
Cover Image
Splus Tools for Model Selection in Nonlinear Regression
Bunke, Olaf; Droge, Bernd; Polzehl, Jorg - 1998
The results of analyzing experimental data using a parametric approach may heavily depend on the chosen model. With this paper we describe computational tools in Splus for a simultaneous selection of parametric regression and variance models from a relatively rich model class and of Box-Cox...
Persistent link: https://www.econbiz.de/10014052352
Cover Image
Estimating Ordered Categorical Variables Using Panel Data : A Generalized Ordered Probit Model with an Autofit Procedure
Pfarr, Christian; Schmid, Andreas; Schneider, Udo - 2011
Estimation procedures for ordered categories usually assume that the estimated coefficients of independent variables do not vary between the categories (parallel-lines assumption). This view neglects possible heterogeneous effects of some explaining factors. This paper describes the use of an...
Persistent link: https://www.econbiz.de/10014194243
Cover Image
Robust Two-Stage Least Squares : Some Monte Carlo Experiments
Mishra, Sudhanshu K. - 2008
The Two-Stage Least Squares (2-SLS) is a well known econometric technique used to estimate the parameters of a multi-equation (or simultaneous equations) econometric model when errors across the equations are not correlated and the equation(s) concerned is (are) over-identified or exactly...
Persistent link: https://www.econbiz.de/10014216212