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Full-Text Articles in Dynamical Systems
Local Lagged Adapted Generalized Method Of Moments And Applications, Olusegun Michael Otunuga, Gangaram S. Ladde, Nathan G. Ladde
Local Lagged Adapted Generalized Method Of Moments And Applications, Olusegun Michael Otunuga, Gangaram S. Ladde, Nathan G. Ladde
Olusegun Michael Otunuga
In this work, an attempt is made for developing the local lagged adapted generalized method of moments (LLGMM). This proposed method is composed of: (1) development of the stochastic model for continuous-time dynamic process, (2) development of the discrete-time interconnected dynamic model for statistic process, (3) utilization of Euler-type discretized scheme for nonlinear and non-stationary system of stochastic differential equations, (4) development of generalized method of moment/observation equations by employing lagged adaptive expectation process, (5) introduction of the conceptual and computational parameter estimation problem, (6) formulation of the conceptual and computational state estimation scheme and (7) definition of the conditional …
Local Lagged Adapted Generalized Method Of Moments: An Innovative Estimation And Forecasting Approach And Its Applications., Olusegun Michael Otunuga, Gandaram S. Ladde, Nathan G. Ladde
Local Lagged Adapted Generalized Method Of Moments: An Innovative Estimation And Forecasting Approach And Its Applications., Olusegun Michael Otunuga, Gandaram S. Ladde, Nathan G. Ladde
Mathematics Faculty Research
In this work, an attempt is made to apply the Local Lagged Adapted Generalized Method of Moments (LLGMM) to estimate state and parameters in stochastic differential dynamic models. The development of LLGMM is motivated by parameter and state estimation problems in continuous-time nonlinear and non-stationary stochastic dynamic model validation problems in biological, chemical, engineering, energy commodity markets, financial, medical, military, physical sciences and social sciences. The byproducts of this innovative approach (LLGMM) are the balance between model specification and model prescription of continuous-time dynamic process and the development of discrete-time interconnected dynamic model of local sample mean and variance statistic …
Local Lagged Adapted Generalized Method Of Moments And Applications, Olusegun Michael Otunuga, Gangaram S. Ladde, Nathan G. Ladde
Local Lagged Adapted Generalized Method Of Moments And Applications, Olusegun Michael Otunuga, Gangaram S. Ladde, Nathan G. Ladde
Mathematics Faculty Research
In this work, an attempt is made for developing the local lagged adapted generalized method of moments (LLGMM). This proposed method is composed of: (1) development of the stochastic model for continuous-time dynamic process, (2) development of the discrete-time interconnected dynamic model for statistic process, (3) utilization of Euler-type discretized scheme for nonlinear and non-stationary system of stochastic differential equations, (4) development of generalized method of moment/observation equations by employing lagged adaptive expectation process, (5) introduction of the conceptual and computational parameter estimation problem, (6) formulation of the conceptual and computational state estimation scheme and (7) definition of the conditional …