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 …

prediction, estimation and control. Generalized Linear Models and Partial Likelihood are the basic tools in the present study … rainfall data. Subsequently we discuss a new recursive estimation method for time series following generalized linear models …, motivated by the logistic regression model in conjunction with binary time series. The estimation procedure, suitably modified …

cases of this method exist in the literature including U and generalized L-statistics. This estimation technique is based on …

This dissertation consists of three stand-alone research papers, all of which treat the topic of estimation and dynamic … categories - estimation (Chapter 1 and 2) and dynamic modelling (Chapter 3), and are intentionally arranged in a particular … assets in the presence of a host of market microstructure frictions. An extension to this problem, where both the estimation …