Polynomial tapered two-stage least squares method in nonlinear regression
DOI10.1016/J.AMC.2013.03.088zbMATH Open1290.62048OpenAlexW1981184803MaRDI QIDQ2016289FDOQ2016289
Authors: Barış Aşıkgil, Aydın Erar 
Publication date: 20 June 2014
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2013.03.088
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General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Sequential estimation (62L12)
Cites Work
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- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
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- Nonlinear Regression with Autocorrelated Errors
- The Modified Gauss-Newton Method for the Fitting of Non-Linear Regression Functions by Least Squares
- Small sample effects in time series analysis: A new asymptotic theory and a new estimate
- Generalized Levinson--Durbin and Burg algorithms.
- Nonlinear Regression with Autoregressive Time Series Errors
Cited In (5)
- A novel hybrid robust tapering approach for nonlinear regression in the presence of autocorrelation and outliers
- The performance of robust two-stage estimator in nonlinear regression with autocorrelated error
- Title not available (Why is that?)
- A Novel Approach for Estimating Seemingly Unrelated Regressions with High-Order Autoregressive Disturbances
- Novel two-stage method for low-order polynomial model
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