Add to ORKGA recursive estimation method for time series models following generalized linear models is studied in two ways. The estimation procedure, suitably modified, gives rise to a stochastic approximation scheme. We use the modified estimation procedure to illustrate a connection between control theory and generalized linear models by employing a logistic regression model
The consistency and asymptotic linearity of recursive maximum likelihood estimator is proved under s...
The present article offers a certain unifying approach to time series regression modelling by combin...
AbstractThe consistency and asymptotic linearity of recursive maximum likelihood estimator is proved...
A recursive estimation method for time series models following generalized linear models is develope...
We study regression models for nonstationary categorical time series and their applications, and add...
This is a revised version of the 1984 book of the same name but considerably modified and enlarged t...
This paper considers a unified approval to the problem of forecasting time series on the basis of li...
The paper describes a general approach to the modelling of nonlinear and nonstationary economic syst...
In this paper the techniques for recursive estimation of linear model are extended to non-spherical ...
This paper considers the problem of extending the classical moving average models to time series wit...
model approximation, exponential family. A natural way of beating the complexity of statistical para...
The paper describes a new, fully recursive method for identifying, estimating and forecasting multiv...
The estimation of data transformation is very useful to yield response variables satisfying closely ...
This paper, taken from Benjamin, Rigby and Stasinopoulous (2003), presents and examines an extension...
In this paper we consider a class of conditionally Gaussian state-space models and discuss how they ...
The consistency and asymptotic linearity of recursive maximum likelihood estimator is proved under s...
The present article offers a certain unifying approach to time series regression modelling by combin...
AbstractThe consistency and asymptotic linearity of recursive maximum likelihood estimator is proved...
A recursive estimation method for time series models following generalized linear models is develope...
We study regression models for nonstationary categorical time series and their applications, and add...
This is a revised version of the 1984 book of the same name but considerably modified and enlarged t...
This paper considers a unified approval to the problem of forecasting time series on the basis of li...
The paper describes a general approach to the modelling of nonlinear and nonstationary economic syst...
In this paper the techniques for recursive estimation of linear model are extended to non-spherical ...
This paper considers the problem of extending the classical moving average models to time series wit...
model approximation, exponential family. A natural way of beating the complexity of statistical para...
The paper describes a new, fully recursive method for identifying, estimating and forecasting multiv...
The estimation of data transformation is very useful to yield response variables satisfying closely ...
This paper, taken from Benjamin, Rigby and Stasinopoulous (2003), presents and examines an extension...
In this paper we consider a class of conditionally Gaussian state-space models and discuss how they ...
The consistency and asymptotic linearity of recursive maximum likelihood estimator is proved under s...
The present article offers a certain unifying approach to time series regression modelling by combin...
AbstractThe consistency and asymptotic linearity of recursive maximum likelihood estimator is proved...