A Fast and Efficient Algorithm for the Estimation of Parameters in Models with the Box-and-Cox Transformation

DOI10.2307/2287303MaRDI QIDQ4745141zbMATH OpenOpenAlexFDO

Authors John J. Spitzer

Publication date 1982

Full work available at URL https://doi.org/10.2307/2287303

zbMATH Keywords

Box-Cox transformationmaximum likelihood estimatornonlinear least squarespower transformationmodified Newton algorithmgradient estimation techniques

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99) Numerical optimization and variational techniques (65K10)

Cited in

(2)

• Time-Series Forecast Jointly Allowing the Unit-Root Detection and the Box–Cox Transformation
• Optimal choice of IHS-type of transformations for log-linear modeling

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