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estimation theory
(redirected from Parameter estimation)

   Also found in: Acronyms, Wikipedia 0.03 sec.
estimation theory [‚es·tə′mā·shən ‚thē·ə·rē]
(statistics)
A branch of probability and statistics concerned with deriving information about properties of random variables, stochastic processes, and systems based on observed samples.


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Such timing-positioning measurement for SPS information customer taking into account correlation of movement parameter estimation and time correction is preferred in comparison with conventional navigational measurement due to the transition from filtration of movement parameter estimation to filtration of time correction values.
TABLE 1: AVERAGE PARAMETER ESTIMATION ERROR, STANDARD ERROR BIAS AND TYPE I ERROR RATE FOR TYPE I ERROR CONDITIONS Data MISE CISE Conditions Model Alpha Model APE ASEB Type APE ASEB Type I I Error Error Reliability .
Parameter estimation and forecasting for univariate regression GARCH, asymmetric GARCH and EGARCH processes have been added to GI 3 (Time Series Analysis while Real and complex Jacobi preconditioners are now included in Fl 1 (Sparse Linear Algebra).
 
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