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PARAMETER ESTIMATION

Katalin Hangos Anna Pózna

EFOP-3.4.3-16-2016-00009

A felsőfokú oktatás minőségének és hozzáférhetőségének együttes javítása a Pannon Egyetemen

(2)

EFOP-3.4.3-16-2016-00009

A felsőfokú oktatás minőségének és hozzáférhetőségének együttes javítása a Pannon Egyetemen

Contents

• Katalin Hangos:

• Parameter estimation – 1: Basic notions, Elements of random variables and mathematical statistics

• Parameter estimation – 2: The properties of the estimates, Linear regression

• Parameter estimation – 3: Stochastic processes, Discrete time stochastic dynamic models

• Parameter estimation – 4: Least Squares (LS) estimation and its properties in the dynamic case

• Parameter estimation – 5: Practical implementation of parameter estimation, Evaluation of the results

• Parameter estimation – 6: Special methods for dynamic LS estimation:

Instrumental variable method, Nonlinear dynamic case

• Anna Pózna:

• Parameter estimation: Computer laboratory 1

• Parameter estimation: Computer laboratory 2

• Parameter estimation: Computer laboratory 3

• Parameter estimation: Computer laboratory 4

• Matlab codes

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