A function space approach to the generalized nonlinear model with applications to frequency domain spectral estimation
Peter McCullagh (1983) outlined the theory of quasi-likelihood estimation in generalized linear models. Chiu (1988) showed that an iterated, reweighted least squares procedure applied to the periodogram produces estimates of spectral density model parameters for Gaussian univariate time series which...
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| Format: | Others |
| Language: | en |
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/38511 http://scholar.lib.vt.edu/theses/available/etd-06062008-172034/ |