Sciweavers

2 search results - page 1 / 1
» Procedures of Parameters' estimation of AR(1) models into li...
Sort
View
WCE
2007
13 years 5 months ago
Procedures of Parameters' estimation of AR(1) models into lineal state-space models
—The objective of this paper is to study how algorithms of optimization affect the parametersestimation of Autoregressive AR(1)Models. In our research we have represented the AR...
Rouhia Noomene
WSC
2004
13 years 5 months ago
Steady-State Simulation Analysis Using Asap3
We discuss ASAP3, a refinement of the batch means algorithms ASAP and ASAP2. ASAP3 is a sequential procedure designed to produce a confidence-interval estimator for the expected r...
Natalie M. Steiger, Emily K. Lada, James R. Wilson...