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Trend estimation deals with the characterization of the underlying, or long–run, evolution of a time series. Despite being a very pervasive theme in time series analysis since its inception, it still raises a lot of controversies. The difficulties, or better, the challenges, lie in the identification of the sources of the trend dynamics, and in the ...
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2013
Estimation is the process of inferring the value of an unknown given quantity of interest from noisy, direct or indirect, observations of such a quantity. Due to its great practical relevance, estimation has a long history and an enormous variety of applications in all fields of engineering and science.
CHISCI, LUIGI, Farina, Alfonso
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Estimation is the process of inferring the value of an unknown given quantity of interest from noisy, direct or indirect, observations of such a quantity. Due to its great practical relevance, estimation has a long history and an enormous variety of applications in all fields of engineering and science.
CHISCI, LUIGI, Farina, Alfonso
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Ridge Regression: Biased Estimation for Nonorthogonal Problems
Technometrics, 2000A. E. Hoerl, R. Kennard
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An Algorithm for Least-Squares Estimation of Nonlinear Parameters
, 1963D. Marquardt
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Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
Review of Economics and Statistics, 1998J. Driscoll, Aart C. Kraay
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