Results 21 to 30 of about 4,588,040 (299)
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 +3 more
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Maximum Likelihood Estimation in Data-Driven Modeling and Control [PDF]
IEEE Transactions on Automatic Control, 2020 Recently, various algorithms for data-driven simulation and control have been proposed based on the Willems’ fundamental lemma. However, when collected data are noisy, these methods lead to ill-conditioned data-driven model structures.
Mingzhou Yin, A. Iannelli, Roy S. Smith
semanticscholar +1 more source
Truncated Three-Parameter Lognormal Estimation [PDF]
The Egyptian Statistical Journal, 1978 The left, right and doubly truncated 3-parameter lognormal density functions are given and their moments evaluated. Moment estimation of the three parameters , and is discussed and maximum likelihood equations obtained in all cases. Solutions of the ML
Essam Al-Hussaini, Samia Narooz
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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
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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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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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Further Properties and Estimations of Exponentiated Generalized Linear Exponential Distribution
Mathematics, 2021 The recent exponentiated generalized linear exponential distribution is a generalization of the generalized linear exponential distribution and the exponentiated generalized linear exponential distribution.
Chien-Tai Lin +4 more
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On Maximum Likelihood Estimation of the Markov Process [PDF]
The Egyptian Statistical Journal, 1981 The maximum likelihood estimators of the unknown parameters of the stationary Gaussian Markov process are obtained. The likelihood function of the observations is derived.
A.A. Abd-Alla
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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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Particle methods for maximum likelihood estimation in latent variable models [PDF]
, 2008 Standard methods for maximum likelihood parameter estimation in latent variable models rely on the Expectation-Maximization algorithm and its Monte Carlo variants.
Davy, Manuel +8 more
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