Least Squares Estimators for Unit Root Processes with Locally Stationary Disturbance.

Junichi Hirukawa Mako Sadakata

Published in: Adv. Decis. Sci. (2012)

Keyphrases

least squares
non stationary
policy evaluation
linear regression
robust estimation
robust estimators
machine learning
data sets
data structure
parameter estimation
levenberg marquardt
sparse linear
variance estimator