A comparison of parametric and nonparametric estimation of multiple-input transfer function models
Abstract (Multi-input transfer function model is postulated as a nonparametric regression model. Issues and limitations of the parametric transfer function such as nonlinearity, correlated inputs, misspecification error present in the output series and short time series are addressed by the nonparam...
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| Format: | Thesis |
| Idioma: | English |
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Quezon City
School of Statistics , University of the Philippines Diliman
2014.
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