Parameter estimation in dynamic models |
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| Authors: | Lon-Mu Liu George C Tiao |
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| Institution: | 1. Department of Bioinathematics , University of California , Los Angeles, CA, 90024;2. Department of Statistics , University of Wisconsin , Mad ison, WI, 53706 |
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| Abstract: | In this paper we study the parameter estimation of a first-order dynamic model for intervention and transfer function analysis, A new parameterization is proposed to avoid the “overshoot” problem in nonlinear estimation in a frequently used parameterization (Box and Tiao, 1975). |
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| Keywords: | intervention transfer function nonlinear estimation |
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