Results 11 to 20 of about 199,140 (151)
Maximum Likelihood Estimation for the Fractional Vasicek Model
Econometrics, 2020 This paper estimates the drift parameters in the fractional Vasicek model from a continuous record of observations via maximum likelihood (ML). The asymptotic theory for the ML estimates (MLE) is established in the stationary case, the explosive case ...
Katsuto Tanaka, Weilin Xiao, Jun Yu
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Modified Maximum Likelihood Estimation of the Inverse Weibull Model
Axioms, 2023 The inverse Weibull model is a simple and flexible model used for survival analysis, reliability theory, and other scientific fields. The main problem in this context is the estimation of the model parameters.
Mohamed Kayid, Mashael A. Alshehri
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Data cloning: Maximum likelihood estimation of DSGE models
Results in Applied Mathematics, 2020 We present evidence supporting the use of the data cloning method for maximum likelihood estimation of Dynamic Stochastic General Equilibrium models.
Luiz Gustavo C. Furlani +2 more
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Privacy-preserving Maximum Likelihood Estimation for Distributed Data
The Journal of Privacy and Confidentiality, 2010 Recent technological advances enable the collection of huge amounts of data. Commonly, these data are generated, stored, and owned by multiple entities that are unwilling to cede control of their data. This distributed environment requires statistical
Xiaodong Lin, Alan F. Karr
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Maximum Lq-likelihood estimation
The Annals of Statistics, 2010 In this paper, the maximum L$q$-likelihood estimator (ML$q$E), a new parameter estimator based on nonextensive entropy [Kibernetika 3 (1967) 30--35] is introduced. The properties of the ML$q$E are studied via asymptotic analysis and computer simulations.
Ferrari, Davide, Yang, Yuhong
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Maximum Likelihood Estimation in the Fractional Vasicek Model
Lithuanian Journal of Statistics, 2017 We consider the fractional Vasicek model of the form dXt = (α-βXt)dt +γdBHt , driven by fractional Brownian motion BH with Hurst parameter H ∈ (1/2,1).
Stanislav Lohvinenko +1 more
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Maximum-Likelihood Estimation in a Special Integer Autoregressive Model
Econometrics, 2020 The paper is concerned with estimation and application of a special stationary integer autoregressive model where multiple binomial thinnings are not independent of one another.
Robert C. Jung, Andrew R. Tremayne
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Nonparametric Sieve Maximum Likelihood Estimation of Semi-Competing Risks Data
Mathematics, 2022 In biomedical studies involving time-to-event data, a subject may experience distinct types of events. We consider the problem of estimating the transition functions for a semi-competing risks model under illness-death model framework.
Xifen Huang, Jinfeng Xu
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Disjoint Tree Mergers for Large-Scale Maximum Likelihood Tree Estimation
Algorithms, 2021 The estimation of phylogenetic trees for individual genes or multi-locus datasets is a basic part of considerable biological research. In order to enable large trees to be computed, Disjoint Tree Mergers (DTMs) have been developed; these methods operate ...
Minhyuk Park +2 more
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stochprofML: stochastic profiling using maximum likelihood estimation in R
BMC Bioinformatics, 2021 Background Tissues are often heterogeneous in their single-cell molecular expression, and this can govern the regulation of cell fate. For the understanding of development and disease, it is important to quantify heterogeneity in a given tissue.
Lisa Amrhein, Christiane Fuchs
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