On identification of transfer function models by biased regression methods (Q3350585)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On identification of transfer function models by biased regression methods |
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On identification of transfer function models by biased regression methods (English)
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1989
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transfer function models
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identification procedure
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Monte Carlo
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biased regression approach
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estimation of the Box-Jenkins transfer function weights
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time series
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OLS
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principal components estimators
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multicollinearity
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signal-to-noise ratio
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ridge estimators
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