motion (GBM) process. That is, we show what difficulties can arise when failing to account for estimation risk. Our working … parameter sigma, we derive the resulting marginal distribution of the approximated GBM. This allows us to derive post-estimation … results for the technically more-complicated formulae associated with our post-estimation process. We discuss an assortment of …

The estimation of dynamic stochastic general equilibrium (DSGE) models is the subject of a rapidly growing literature … reduced-form model. I show that both terms can be derived analytically. This result is useful for the estimation of DSGE …

This paper presents both estimation and simulation as optimization problems that differ in the optimization criteria …, minimization of a local expected loss for estimation and reproduction of global statistics (semivariogram, histogram) for … simulation ignoring local constraints, but not as accurate as E-type estimation. Flow simulation results show that accounting for …

In this work a block parameter estimation method for linear time-invariant systems is discussed. The whole work … and structure. Furthermore, Markov estimation or an estimation of the least squares generalized method and the description … illustrated in charts and diagrams. Finally, the conclusions about the efficiency of the block parameter estimation method are …

residential water demand function, by utilizing four different estimation methods, it is estimated to what extent the increase in …

prediction, estimation and control. Generalized Linear Models and Partial Likelihood are the basic tools in the present study …. Under mild regularity conditions, asymptotic properties of the estimators are established by appealing to martingale theory … rainfall data. Subsequently we discuss a new recursive estimation method for time series following generalized linear models …

estimation error and a communication cost. In our formulation, the transmission of a real number from the pre-processor to the …

This study looked at what components are in student solutions to computational estimation problems involving fractions …. Past computational estimation research has focused on strategies used for estimating with whole numbers and decimals while … with fractions (Hanson & Hogan, 2000) that researched adult estimation strategies and not children’s strategies. Given the …