Displaying 2 results from an estimated 2 matches for "eps_".
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eps
2010 Sep 02
1
nlme formula from model specification
...4 13 2
2303 3503 4 1 8 5 2
2304 3504 3 1 10 2 2
2305 3505 2 3 5 8 2
2306 3506 0 5 8 2 2
...
The model is
channel0 ~ alpha_i + eps_{i, j} + channel1 + channel2 + channel3
where i is sample number, j is position, and:
alpha_i: fixed effect for each samplenumber
eps_{i, j}: random effect, here with correlation
structure as AR(1)
channel1, ..., channel3: fixed effect for each channel not dependin...
2010 Jun 06
2
Generalized DCC GARCH ML estimation
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