For example, moving average call options are often used to design a poison pill, a strategy in business that increases the likelihood of negative results over positive ones against a party that attempts any kind
A likelihood ratio type test for invertibility in moving average processes 热度: An approximation of partial sums of independent RV'-s and the 热度: MOVING AVERAGE LAG - Jamesgoulding.com 热度: ActaMathematicaeApplicataeSinica,EnglishSeries
The asymptotic theory behind these results is analogous to what is done when studying the large-sample properties of likelihood-based tests in more standard settings (where there is no censoring). The reader is referred to Section 3.3 in Lehmann [10] for addi- tional technical details about ...
The asymptotic theory behind these results is analogous to what is done when studying the large-sample properties of likelihood-based tests in more standard settings (where there is no censoring). The reader is referred to Section 3.3 in Lehmann [10] for addi- tional technical details about ...
The two unknown parameters α and β are estimated from the data using maximum likelihood estimation. The usual Bayesian update of this prior with the observed data from a specific plant is then performed to obtain the posterior distribution of λi for the plant. Since the empirical Bayes ...
Final stage loglikelihood values at local maxima, seeds, and initial stage start numbers: -12933.575 533738 11 -12933.575 407168 44 Unperturbed starting value run did not converge. 2 perturbed starting value run(s) did not converge. THE BEST LOGLIKELIHOOD VALUE HAS BEEN REPLICATED. RERUN WITH...
The coding inherent to any transmission should greatly increase the likelihood of a majority of bits being correctly demodulated. More importantly, all data synchronization depends on some type of coding scheme or “framing” system for ensuring that the data stream integrity is maintained. This is ...
This situation is a reasonably good candidate for using multiple readings to increase precision because over a period of two or three months there should be little change in the temperature and there is high likelihood that the readings will have a normal distribution. The known annual range ...
The analytical results indicate that the concentrated log-likelihood function is not maximized at the true parameter values when heteroskedasticity is not considered in the estimation. The necessary condition for the consistency of the MLE depends on the specification of spatial weight matrices. I also...
The analytical results indicate that the concentrated log-likelihood function is not maximized at the true parameter values when heteroskedasticity is not considered in the estimation. The necessary condition for the consistency of the MLE depends on the specification of spatial weight matrices. I also...