Polynomial tapered two-stage least squares method in nonlinear regression

DOI10.1016/j.amc.2013.03.088zbMath1290.62048OpenAlexW1981184803MaRDI QIDQ2016289

Aydın Erar, Barış Aşıkgil

Publication date: 20 June 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.03.088

zbMATH Keywords

nonlinear regressionautocorrelationautoregressive processtwo-stage least squarespolynomial taper

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02) Sequential estimation (62L12)

Related Items (3)

A novel hybrid robust tapering approach for nonlinear regression in the presence of autocorrelation and outliers ⋮ Unnamed Item ⋮ A Novel Approach for Estimating Seemingly Unrelated Regressions with High-Order Autoregressive Disturbances

Uses Software

• nlmdl

Cites Work

• Small sample effects in time series analysis: A new asymptotic theory and a new estimate
• Generalized Levinson--Durbin and Burg algorithms.
• The Modified Gauss-Newton Method for the Fitting of Non-Linear Regression Functions by Least Squares
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Nonlinear Regression with Autoregressive Time Series Errors
• Nonlinear Regression with Autocorrelated Errors
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