Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Abdelhamid Ouakasse"'
Autor:
Guy Melard, Abdelhamid Ouakasse
Publikováno v:
Journal of Time Series Analysis. 38:417-457
This article is devoted to a new recursive estimation method for dynamic time series models, more precisely for single input single output models. In that method, the recurrence for updating the Hessian is avoided, but the recurrence for updating the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e9a6c1a680d53c60f660282213d7c6b1
https://doi.org/10.1111/jtsa.12210
https://doi.org/10.1111/jtsa.12210
Autor:
Guy Melard, Abdelhamid Ouakasse
Publikováno v:
Systems research and information science, 2 (1
Recursive estimation methods for time series models usually make use of recurrences for the vector of parameters, the modelerror and its derivatives with respect to the parameters, plus a recurrence for the Hessian of the model error. An alternativem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7cd46871a97545c6109001d01936b5a
https://doi.org/10.1080/21642583.2014.912572
https://doi.org/10.1080/21642583.2014.912572
Publikováno v:
CoPSTIC'03: Actes de la première conférence en sciences et techniques de l'information et de la communication
info:eu-repo/semantics/published
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ddf8fe8990fcd7f96a1c458e833feaf3
http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/13834
http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/13834
