Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...

Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...

Linear regression remains a cornerstone of statistical analysis, offering a framework for modelling relationships between a dependent variable and one or more independent predictors. Over the past ...

Some transformations of scale made to eliminate non-normality in the distribution of a trait, to reduce heterogeneity among error variances, and to maximize the ...

A large class of flows and stocks series related to production, shipments, sales and inventories are affected by trading-day or calendar variations. Trading-day variations represent the 'within-month ...