Results 1 to 10 of about 3,138,878 (297)

Maximum Likelihood Estimation for Mixed Fractional Vasicek Processes

Fractal and Fractional, 2022
In this paper, we consider the problem of estimating the drift parameters in the mixed fractional Vasicek model, which is an extended model of the traditional Vasicek model.
Chun-Hao Cai, Yin-Zhong Huang, Lin Sun, Wei-Lin Xiao   +3 more
doaj   +1 more source

Maximum Simulated Likelihood: Don't Stop Believin'? [PDF]

Annals of computer science and information systems, 2021
Christopher Schrey
doaj   +1 more source

Maximum-likelihood coherent-state quantum process tomography

New Journal of Physics, 2012
Coherent-state quantum process tomography (csQPT) is a method for completely characterizing a quantum-optical ‘black box’ by probing it with coherent states and carrying out homodyne measurements on the output (Lobino et al 2008 Science 322 563).
Aamir Anis, A I Lvovsky
doaj   +1 more source

Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models

Econometrics, 2022
In this paper, we propose a new method for estimating and forecasting asymmetric stochastic volatility models. The proposal is based on dynamic linear models with Markov switching written as state space models.
Omar Abbara, Mauricio Zevallos
doaj   +1 more source

Maximum likelihood for dual varieties [PDF]

Proceedings of the 2014 Symposium on Symbolic-Numeric Computation, 2014
Maximum likelihood estimation (MLE) is a fundamental computational problem in statistics. In this paper, MLE for statistical models with discrete data is studied from an algebraic statistics viewpoint. A reformulation of the MLE problem in terms of dual varieties and conormal varieties will be given. With this description, the dual likelihood equations
openaire   +3 more sources

MLgsc: A Maximum-Likelihood General Sequence Classifier.

PLoS ONE, 2015
We present software package for classifying protein or nucleotide sequences to user-specified sets of reference sequences. The software trains a model using a multiple sequence alignment and a phylogenetic tree, both supplied by the user.
Thomas Junier, Vincent Hervé, Tina Wunderlin, Pilar Junier   +3 more
doaj   +1 more source

Simulated Maximum Likelihood for Double-Bounded Referendum Models

Journal of Agricultural and Resource Economics, 2001
Although joint estimation of referendum-type contingent value (CV) survey responses using maximum-likelihood models is preferred to single-equation estimation, it has been largely disregarded because estimation involves evaluating multivariate normal ...
Mary C. Riddel
doaj   +1 more source

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
doaj   +1 more source

Modified Maximum Likelihood Estimations of the Epsilon-Skew-Normal Family

Journal of Statistical Theory and Applications (JSTA), 2020
In this work, maximum likelihood (ML) estimations of the epsilon-skew-normal (ESN) family are obtained using an EM-algorithm to modify the ordinary estimation already used and solve some of its problems within issues.
Parichehr Jamshidi, Mohsen Maleki, Zahra Khodadadi   +2 more
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Maximum Likelihood Evidential Reasoning

Artificial Intelligence
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jian-Bo Yang, Dong-Ling Xu
openaire   +1 more source