Least squares estimators for nearly unstable processes for functionals of long-memory noises.
Ngai Hang ChanWeiwei LiuPublished in: Risk Decis. Anal. (2012)
Keyphrases
- least squares
- higher order
- robust estimators
- linear regression
- policy evaluation
- memory size
- parameter estimation
- memory requirements
- robust estimation
- limited memory
- cognitive functions
- density ratio
- process model
- data structure
- levenberg marquardt
- information processing
- main memory
- memory usage
- database management systems