Results 31 to 40 of about 19,296,908 (351)
Likelihood Function through the Delta Approximation in Mixed SDE Models
Mathematics, 2022 Stochastic differential equations (SDE) appropriately describe a variety of phenomena occurring in random environments, such as the growth dynamics of individual animals.
Nelson T. Jamba +3 more
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The Annals of Statistics, 1983 The connection between quasi-likelihood functions, exponential family models and nonlinear weighted least squares is examined. Consistency and asymptotic normality of the parameter estimates are discussed under second moment assumptions. The parameter estimates are shown to satisfy a property of asymptotic optimality similar in spirit to, but more ...
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Maximum likelihood estimation for score-driven models
Journal of Econometrics, 2021 We establish strong consistency and asymptotic normality of the maximum likelihood estimator for stochastic time-varying parameter models driven by the score of the predictive conditional likelihood function.
F. Blasques +3 more
semanticscholar +1 more source
Likelihood-based Imprecise Regression [PDF]
, 2011 We introduce a new approach to regression with imprecisely observed data, combining likelihood inference with ideas from imprecise probability theory, and thereby taking different kinds of uncertainty into account.
Marco E. G. V. Cattaneo +4 more
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Estimating the Parameters of Mixture Gamma Distributions Using Maximum Likelihood and Bayesian Method [PDF]
المجلة العراقية للعلوم الاحصائيةThis paper focuses on the mixture Gamma distribution and uses the maximum likelihood and Bayesian techniques to estimate its parameters.
Nagham Ibrahim Abdulla Najm +1 more
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LAN property for discretely observed solutions to Lévy driven SDE’s
Modern Stochastics: Theory and Applications, 2014 The LAN property is proved in the statistical model based on discrete-time observations of a solution to a Lévy driven SDE. The proof is based on a general sufficient condition for a statistical model based on discrete observations of a Markov process to
D. Ivanenko, A. Kulik
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Maximum Penalized Likelihood Estimation for the Reliability Function [PDF]
The Egyptian Statistical Journal, 2016 This paper considers the problem of estimating probability density function based on maximum Maximum Penalized Likelihood Estimation , we will review some of the previous studies on Maximum Penalized Likelihood Estimation ( MPLE) approaches. Finally,
A. Mousa, M. khalil, N. Said, A. Fathi
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Tests for Global Maximum of the Likelihood Function [PDF]
Proceedings. (ICASSP '05). IEEE International Conference on Acoustics, Speech, and Signal Processing, 2005., 2006 Given a relative maximum of the log-likelihood function, how to assess whether it is the global maximum? This paper investigates a statistical tool, which answers this question by posing it as a hypothesis testing problem. A general framework for constructing tests for the global maximum is given.
Doron Blatt, Alfred O. Hero III
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Fast likelihood-free cosmology with neural density estimators and active learning [PDF]
Monthly notices of the Royal Astronomical Society, 2019 Likelihood-free inference provides a framework for performing rigorous Bayesian inference using only forward simulations, properly accounting for all physical and observational effects that can be successfully included in the simulations.
J. Alsing +3 more
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Likelihood for statistically equivalent models [PDF]
, 2009 In likelihood inference we usually assume that the model is fixed and then base inference on the corresponding likelihood function. Often, however, the choice of model is rather arbitrary, and there may be other models which fit the data equally well. We
Copas, John B. +3 more
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