Methodology for trend estimation
نویسندگان
چکیده
منابع مشابه
Methodology for Trend Estimation
The problem of trend estimation in econometrics has had a long history, and the techniques which can be deployed have been evolving gradually over many years. The forces of evolution have been twofold. On one hand is the gradual improvement in statistical and computational techniques which has been accompanied by improvements in the processing power of computers and in the accessibility of soft...
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Estimation of parameters for trend-renewal processes
Methods of estimating unknown parameters of a trend function for trend-renewal processes are investigated in the case when the renewal distribution function is unknown. If the renewal distribution is unknown, then the likelihood function of the trend-renewal process is unknown and consequently the maximum likelihood method cannot be used. In such a situation we propose three other methods of es...
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Consider a one-way layout with one directional observation per factor level. Each observed direction is a unit vector in R measured with random error. Information accompanying the measurements suggests that the mean directions, normalized to unit length, follow a trend: the factor levels are ordinal and mean directions at nearby factor levels may be close. Measured positions of the paleomagneti...
متن کاملSuperefficient Estimation of Multivariate Trend
The question of recovering a multiband signal from noisy observations motivates a model in which the multivariate data points consist of an unknown deterministic trend Ξ observed with multivariate Gaussian errors. A cognate random trend model suggests affine shrinkage estimators Ξ̂A and Ξ̂B for Ξ, which are related to an extended Efron-Morris estimator. When represented canonically, Ξ̂A performs c...
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ژورنال
عنوان ژورنال: Economic Modelling
سال: 2001
ISSN: 0264-9993
DOI: 10.1016/s0264-9993(00)00028-6