On least squares estimation in continuous time linear stochastic systems
On one approach to local surface smoothing
A bicubic model for local smoothing of surfaces is constructed on the base of pivot points. Such an approach allows reducing the dimension of matrix of normal equations more than twice. The model enables to increase essentially the speed and stability of calculations. The algorithms, constructed by the aid of the offered model, can be used both in applications and the development of global methods for smoothing and approximation of surfaces.
On parameter estimation in the bass model by nonlinear least squares fitting the adoption curve
The Bass model is one of the most well-known and widely used first-purchase diffusion models in marketing research. Estimation of its parameters has been approached in the literature by various techniques. In this paper, we consider the parameter estimation approach for the Bass model based on nonlinear weighted least squares fitting of its derivative known as the adoption curve. We show that it is possible that the least squares estimate does not exist. As a main result, two theorems on the existence...