منابع مشابه
Methodology for Trend Estimation
The problem of trend estimation in econometrics has had a long history, and the techniques which can be deployed have been evolving gradually over many years. The forces of evolution have been twofold. On one hand is the gradual improvement in statistical and computational techniques which has been accompanied by improvements in the processing power of computers and in the accessibility of soft...
متن کاملchannel estimation for mimo-ofdm systems
تخمین دقیق مشخصات کانال در سیستم های مخابراتی یک امر مهم محسوب می گردد. این امر به ویژه در کانال های بیسیم با خاصیت فرکانس گزینی و زمان گزینی شدید، چالش بزرگی است. مقالات متعدد پر از روش های مبتکرانه ای برای طراحی و آنالیز الگوریتم های تخمین کانال است که بیشتر آنها از روش های خاصی استفاده می کنند که یا دارای عملکرد خوب با پیچیدگی محاسباتی بالا هستند و یا با عملکرد نه چندان خوب پیچیدگی پایینی...
Estimation of parameters for trend-renewal processes
Methods of estimating unknown parameters of a trend function for trend-renewal processes are investigated in the case when the renewal distribution function is unknown. If the renewal distribution is unknown, then the likelihood function of the trend-renewal process is unknown and consequently the maximum likelihood method cannot be used. In such a situation we propose three other methods of es...
متن کاملAdaptive Estimation of Directional Trend
Consider a one-way layout with one directional observation per factor level. Each observed direction is a unit vector in R measured with random error. Information accompanying the measurements suggests that the mean directions, normalized to unit length, follow a trend: the factor levels are ordinal and mean directions at nearby factor levels may be close. Measured positions of the paleomagneti...
متن کاملSuperefficient Estimation of Multivariate Trend
The question of recovering a multiband signal from noisy observations motivates a model in which the multivariate data points consist of an unknown deterministic trend Ξ observed with multivariate Gaussian errors. A cognate random trend model suggests affine shrinkage estimators Ξ̂A and Ξ̂B for Ξ, which are related to an extended Efron-Morris estimator. When represented canonically, Ξ̂A performs c...
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ژورنال
عنوان ژورنال: Economic Modelling
سال: 2001
ISSN: 0264-9993
DOI: 10.1016/s0264-9993(00)00028-6