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Tractable Fitting with Convex Polynomials via Sum-of-Squares
Tractable Fitting Convex Polynomials Sum-of-Squares
2015/7/10
We consider the problem of fitting given data (u_1,y_1),...,(u_m,y_m), where u_i in {bf R}^n and y_i in {bf R}, with a convex polynomial f$. A technique to solve this problem using sum of squares pol...
Conditional-sum-of-squares estimation of models for stationary time series with long memory
long memory conditional-sum-of-squares estimation central limit theorem almost sure convergence
2010/4/27
Employing recent results of Robinson (2005) we consider the asymptotic
properties of conditional-sum-of-squares (CSS) estimates of parametric
models for stationary time series with long memory. CSS ...