Local lagged adapted generalized method of moments and applications

DOI10.1080/07362994.2016.1213640zbMath1364.37161OpenAlexW2557552320MaRDI QIDQ2968185

Nathan G. Ladde, Olusegun Michael Otunuga, Gangaram S. Ladde

Publication date: 10 March 2017

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2016.1213640

zbMATH Keywords

reaction/response time delaycomputational/theoretical parameter estimation schemelocal moving sample mean/variance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Time series analysis of dynamical systems (37M10) Simulation of dynamical systems (37M05)

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Stochastic interconnected hybrid dynamic modeling for time-to-event processes ⋮ Local lagged adapted generalized method of moments: an innovative estimation and forecasting approach and its applications ⋮ Parameter identification for a stochastic \textit{SEIRS} epidemic model: case study influenza

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