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Solving the dual subproblem of the Method of Moving Asymptotes using a trust-region scheme
(Sociedade Brasileira de Matemática Aplicada e Computacional, 2011)
Precision of yule-walker methods for the arma spectral model
(2004-12-01)
In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing ...
Towards the stabilization of the low density elements in topology optimization with large deformation
(Belin, 2013-12-03)
This work addresses the treatment of lower density regions of structures undergoing large deformations during the design process by the topology optimization method (TOM) based on the finite element method. During the ...
Precision of yule-walker methods for the arma spectral model
(2004-12-01)
In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing ...
Bootstrap methods for generalized autoregressive moving average models
(Universidade Federal de Minas GeraisUFMG, 2018-06-11)
This final paper aims to find a suitable Bootstrap Method for the Generalized Autoregressive Moving Average Model. The focus is on the Moving Block Bootstrap (MBB) resampling scheme with its performance being evaluated ...
Robust stability of moving horizon estimation for non-linear systems with bounded disturbances using adaptive arrival cost
(Institution of Engineering and Technology, 2020-12)
The robust stability and convergence to the true state of a moving horizon estimator based on an adaptive arrival cost are established for non-linear detectable systems in this study. Robust global asymptotic stability is ...
Robust stability of moving horizon estimation for nonlinear systems with bounded disturbances using adaptive arrival cost
(Cornell University, 2019-06)
In this paper, the robust stability and convergence to the true state of moving horizon estimator based on an adaptive arrival cost are established for nonlinear detectable systems. Robust global asymptotic stability is ...
Finite sample properties of the efficient method of moments
(De Gruyter, 1997)
Gallant and Tauchen (1996) describe an estimation technique, known as Efficient Method of
Moments (EMM), that uses numerical methods to estimate parameters of a structural model. The technique uses
as matching conditions ...