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Changes between Initial Version and Version 1 of Ticket #664


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Timestamp:
Mar 23, 2009, 1:36:20 PM (16 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • Ticket #664 – Description

    initial v1  
    1 In each iteration of BSR, we need to simulate vector [[LatexEquation(\beta $$)]] matching this linear regression with ARIMA noise:
     1In each iteration of BSR, we need to simulate vector [[LatexEquation(\beta $$)]] matching this linear constrained regression with ARIMA noise:
    22
    33[[LatexEquation(Y = X \beta + z $$)]][[BR]]
    … …  
    1313
    1414[[LatexEquation(Y' = X' \beta' + z' $$)]][[BR]]
     15[[LatexEquation(A \beta' <= a $$)]][[BR]]
    1516[[LatexEquation(\phi'\left(B\right) z'_t = \theta'\left(B\right) e'_t $$)]][[BR]]
    1617[[LatexEquation(e' \sim N\left(0,\sigma'^{2} I\right) $$)]][[BR]]