Browsing by Subject "Least squares"
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Item A comparative study of rank estimates in linear models(Texas Tech University, 1996-12) Jordan, Heather R.NOT AVAILABLEItem Applications of orthogonal functions to two-dimensional potential problems(Texas Tech University, 1959-08) Jordan, Donald FNot availableItem Asymptotic distribution of the least squares estimator in the first-order autoregressive process(Texas Tech University, 1996-08) Gonen, MithatThis study is about the asymptotic distribution of the least squares estimator in nonstationary first-order autoregressive processes. These processes are commonly used to model economic time series and the desired distribution is important in finding the size of the so-called unit root tests. Our approach is based on the asymptotic characterization of the distribution in terms of a functional of the standard Wiener process. We use the Karhunen- Loeve expansion for the Wiener process and obtain the solution using characteristic functions and the Fourier inversion theorem. As compared to the previous studies, our method provides a conceptually simple framework in which one can investigate more complicated models.Item Least-squares polynomial curve-fitting utilizing orthogonal polynomials(Texas Tech University, 1966-05) Knight, Robert EdwardNot availableItem Numerical methods for the solution of non-linear least squares problems(Texas Tech University, 1969-05) Nelson, David L.Not availableItem Optimization of sums of squares without derivatives(Texas Tech University, 1979-05) Gimarc, Richard LewisNot availableItem Rounding error in least squares approximation with applications in financial mathematics(Texas Tech University, 2002-05) Johnson, KelliCurrently, there are many numerical techniques which can be used to estimate Least-Squares polynomial approximations to model interest rates. Four of these techniques are the Least-Squares approximation, the QR Decomposition approach to solving the Least-Squares problem, the Gram-Schmidt Orthogonalization Process approach to solving the Least-Squares problem and the Discrete Legendre Polynomial approach to solving the Least-Squares problem. Each of these four approaches is studied herein. A comparative study is used throughout to determine which has the least rounding error. Chapter II breaks down each of these four methods into their many parts and explains them with a mathematical approach. This chapter abstractly presents the steps that each computer program is going to take. In essence, chapter two is a study of the many components of each of the methods. The third chapter starts our analysis of these procedures. Two reference examples are given and a preliminary hypothesis is made. In the fourth chapter, some data on US Treasury STRIPS is looked at. both computationally and graphically. The final chapter presents a conclusion of all of these results.Item Short-term hedging strategies for the live hog market(Texas Tech University, 1978-12) Spencer, TommyNot availableItem Some statistical methods of curve estimation in probit analysis(Texas Tech University, 1987-12) Tahsoh, Joseph TitaNOT AVAILABLE