Course TopicsIn many applications, the response variable is not Normally distributed. GLM can be used to analyze data from various non-Normal distributions. In this short course, we will introduce two ...

We propose a global smoothing method based on polynomial splines for the estimation of functional coefficient regression models for non-linear time series. Consistency and rate of convergence results ...

Marc Hallin, Non-Stationary q-Dependent Processes and Time-Varying Moving-Average Models: Invertibility Properties and the Forecasting Problem, Advances in Applied Probability, Vol. 18, No. 1 (Mar., ...

Course TopicsLinear models, generalized linear models, and nonlinear models are examples of parametric regression models because we know the function that describes the relationship between the ...

Linear and nonlinear device models are costly and time-consuming to develop. Most compact model parameters are extracted from linear, 50-ohm S-parameters and predicting behavior under extreme ...