Multivariate Non-Linear Regression with Applications: A Frequency Domain Approach

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Summary

This paper considers estimating the parameters of a multivariate multiple nonlinear regression model with correlated errors, through the use of Finite Fourier Transforms, and shows that the two dominant frequencies are 12 hours and 410 days and that the errorsexhibit some long-range dependence.

Type
article
Published
2006-05-12
Cited by
0
References
36

Keywords

Mathematics, Bivariate analysis, Multivariate statistics, Series (stratigraphy), Statistics

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