maximum likelihood estimatorAstola and Danielian [1], using stochastic birth-death process, have proposed a regular four-parameter discrete probability distribution, called generalized Pareto-type model , which is an appealing distribution for modeling phenomena in Bioinformatics. Farbod and Gasparian [5]...
Thus the limiting distribution of the maximum likelihood estimator is the same as the distribution of the projection of the Gaussian random v...Steven G. SelfKungYee LiangTaylor & FrancisSelf, S.G. & Liang, K.-Y. ( 1987 ) Asymptotic properties of maximum likelihood ratio tests under non...
A. Giles (2012): "Finite-sample properties of the maximum like- lihood estimator for the binary logit model with random covariates," Statistical Pa- pers, 53, 409-426.Chen, Q. and D. E. Giles, (2011) "Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson ...
X. Jiang, T. Xia, and X. Wang, "Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression," Communications in Statistics--Theory and Methods, vol. 46, no. 13, pp. 6229-6239, 2017....
Asymptotic Properties of the Maximum Likelihood Estimator in Hidden Markov Models An autoregressive process with Markov regime is an autoregressive process for which the regression function at each time point is given by a nonobservable ... R Douc,E Moulines,T Ryden - 《Annals of Statistics》 被...
They show consistency and asymptotic normal- ity of the least squaresestimator, by assuming that the coefficients of the moving average representation are uniformlybounded with respect to t. Hamdoune (1995) extends that approach to Non-stationary process...
The Asymptotic Properties of Quasi-maximum Likelihood Estimator for Spatial Error Panel Data Model (2006). Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients. Statistical Inference for Stochastic ... C Li,L Wen - IEEE 被引量: 5发表: 2014年...
Asymptotic Properties of Conditional Maximum-Likelihood Estimatorsasymptotic seriesiterative algorithmsmall calculator methodsThorn's estimatorAn abstract for this item is not available.doi:10.1111/j.2517-6161.1971.tb00869.xAndersen, E. B.Blackwell PublishingJournal of the Royal Statal Society...
of is obtained as a solution of a maximization problem: In other words, is the parameter that maximizes the likelihood of the sample . is called themaximum likelihood estimatorof . In what follows, the symbol will be used to denote both a maximum likelihood estimator (a random variable) and...
We study the large-sample properties of the penalized maximum likelihood estimator of a multivariate stochastic regression model with contemporaneously cor... E Hansen,KS Chan - 《Statistics & Probability Letters》 被引量: 10发表: 2010年 Semiparametric regression analysis of zero-inflated data. model...