Least squares estimators for nearly unstable processes for functionals of long-memory noises

2012 ◽  
Vol 3 (4) ◽  
pp. 239-246
Author(s):  
Ngai Hang Chan ◽  
Wei Wei Liu
Keyword(s):  
Least Squares ◽  
Long Memory ◽  
Least Squares Estimators ◽  
Unstable Processes

scholarly journals Parameter Estimation for Long-Memory Stochastic Volatility at Discrete Observation

2014 ◽  
Vol 2014 ◽  
pp. 1-10
Author(s):  
Xiaohui Wang ◽  
Weiguo Zhang
Keyword(s):  
Least Squares ◽  
Stochastic Volatility ◽  
Long Memory ◽  
Least Squares Method ◽  
Ordinary Least Squares ◽  
Discrete Observations ◽  
Least Squares Estimators ◽  
And Diffusion ◽  
Ordinary Least Squares Method ◽  
Explicit Estimators

Ordinary least squares estimators of variogram parameters in long-memory stochastic volatility are studied in this paper. We use the discrete observations for practical purposes under the assumption that the Hurst parameterH∈(1/2,1)is known. Based on the ordinary least squares method, we obtain both the explicit estimators for drift and diffusion by minimizing the distance function between the variogram and the data periodogram. Furthermore, the resulting estimators are shown to be consistent and to have the asymptotic normality. Numerical examples are also presented to illustrate the performance of our method.

scholarly journals A New Inverted Topp-Leone Distribution: Applications to the COVID-19 Mortality Rate in Two Different Countries

Axioms ◽  
2021 ◽  
Vol 10 (1) ◽  
pp. 25 ◽  
Author(s):  
Ehab Almetwally ◽  
Randa Alharbi ◽  
Dalia Alnagar ◽  
Eslam Hafez
Keyword(s):  
Statistical Model ◽  
Least Squares ◽  
Weighted Least Squares ◽  
Likelihood Estimation ◽  
Linear Representation ◽  
Rate Function ◽  
Estimation Methods ◽  
Unknown Parameters ◽  
Least Squares Estimators ◽  
New Distribution

This paper aims to find a statistical model for the COVID-19 spread in the United Kingdom and Canada. We used an efficient and superior model for fitting the COVID 19 mortality rates in these countries by specifying an optimal statistical model. A new lifetime distribution with two-parameter is introduced by a combination of inverted Topp-Leone distribution and modified Kies family to produce the modified Kies inverted Topp-Leone (MKITL) distribution, which covers a lot of application that both the traditional inverted Topp-Leone and the modified Kies provide poor fitting for them. This new distribution has many valuable properties as simple linear representation, hazard rate function, and moment function. We made several methods of estimations as maximum likelihood estimation, least squares estimators, weighted least-squares estimators, maximum product spacing, Crame´r-von Mises estimators, and Anderson-Darling estimators methods are applied to estimate the unknown parameters of MKITL distribution. A numerical result of the Monte Carlo simulation is obtained to assess the use of estimation methods. also, we applied different data sets to the new distribution to assess its performance in modeling data.

On the admissibility of restricted least squares estimators

1984 ◽  
Vol 13 (9) ◽  
pp. 1135-1146 ◽  
Author(s):  
Ron C. Mittelhammer ◽  
Roger K. Conway
Keyword(s):  
Least Squares ◽  
Least Squares Estimators
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