Exploiting dynamical coherence: A geometric approach to parameter estimation in nonlinear models
(2010)
Journal Article
Smith, L. A., Cuéllar, M. C., Du, H., & Judd, K. (2010). Exploiting dynamical coherence: A geometric approach to parameter estimation in nonlinear models. Physics Letters A, 374(26), 2618-2623. https://doi.org/10.1016/j.physleta.2010.04.032
Parameter estimation in nonlinear models is a common task, and one for which there is no general solution at present. In the case of linear models, the distribution of forecast errors provides a reliable guide to parameter estimation, but in nonlinea... Read More about Exploiting dynamical coherence: A geometric approach to parameter estimation in nonlinear models.