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Showing 1 to 3 of 3 for “"Quasi-least squares"”.

  1. Estimation of Parameters in Replicated Time Series Regression Models

    … In this thesis, we study the application of quasi-least squares, a relatively new method, to estimate the parameters in replicated time series models with general ARMA(<em> p, q</em>) correlation structure. We also study several established methods for estimating the parameters in those …

    odu Repository record for Estimation of Parameters in Replicated Time Series Regression Models (opens in a new tab)

  2. Analysis of Continuous Longitudinal Data with ARMA(1, 1) and Antedependence Correlation Structures

    … and use a recent and new method known as quasi-least squares to estimate the correlation parameters. A major advantage of the quasi-least squares method is that it yields closed form expressions for the estimators of correlation parameters unlike the maximum likelihood method. We provide …

    odu Repository record for Analysis of Continuous Longitudinal Data with ARMA(1, 1) and Antedependence Correlation Structures (opens in a new tab)

  3. Modeling and Efficient Estimation of Intra-Family Correlations

    <p>Familial data occur when observations are taken on multiple members of the same family. Due to relationships between these members, both genetic and by cohabitation, their response variables will likely exhibit some form of dependence. Most of the existing literature models this dependence with …

    odu Repository record for Modeling and Efficient Estimation of Intra-Family Correlations (opens in a new tab)