Results 41 to 50 of about 199,140 (151)

Variable bandwidth local maximum likelihood type estimation for diffusion processes

Advances in Difference Equations, 2018
The method of robust approach is applied to estimate drift function and diffusion function of diffusion processes with discrete-time observations. The proposed method combines the ideas of local linear regression technique and maximum likelihood type ...
Ming T. Tang, Yun Y. Wang
doaj   +1 more source

Targeted maximum likelihood based estimation for longitudinal mediation analysis

Journal of Causal Inference
Causal mediation analysis with random interventions has become an area of significant interest for understanding time-varying effects with longitudinal and survival outcomes.
Wang Zeyi, Laan Lars van der, Petersen Maya, Gerds Thomas, Kvist Kajsa, Laan Mark van der   +5 more
doaj   +1 more source

Maximum likelihood estimation of stock volatility using jump-diffusion models

Cogent Economics & Finance, 2019
We investigate whether there are systematic jumps in stock prices using the Brownian motion approach and Poisson processes to test diffusion and jump risk, respectively, on Johannesburg Stock Exchange and whether these jumps cause asset return volatility.
Nixon S. Chekenya
doaj   +1 more source

Maximum likelihood approach to DoA estimation using lens antenna array

EURASIP Journal on Wireless Communications and Networking, 2019
Massive antenna array has been proposed to improve the spectral efficiency and link reliability in wireless communication systems. However, using large antenna arrays incurs additional cost in terms of signal processing and hardware complexity.
Zheng-Ming Jiang, Peichang Zhang, Mohamed Rihan, Lei Huang, Jihong Zhang   +4 more
doaj   +1 more source

Maximum Likelihood Drift Estimation for Gaussian Process with Stationary Increments

Austrian Journal of Statistics, 2017
The paper deals with the regression model X_t = \theta t + B_t , t\in[0, T ], where B=\{B_t, t\geq 0\} is a centered Gaussian process with stationary increments.
Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar   +2 more
doaj   +1 more source

tmle : An R Package for Targeted Maximum Likelihood Estimation

Journal of Statistical Software, 2012
Targeted maximum likelihood estimation (TMLE) is a general approach for constructing an efficient double-robust semi-parametric substitution estimator of a causal effect parameter or statistical association measure. tmle is a recently developed R package
Susan Gruber, Mark J. van der Laan
doaj  

An alignment-free method for phylogeny estimation using maximum likelihood

BMC Bioinformatics
Background While alignment has traditionally been the primary approach for establishing homology prior to phylogenetic inference, alignment-free methods offer a simplified alternative, particularly beneficial when handling genome-wide data involving long
Tasfia Zahin, Md. Hasin Abrar, Mizanur Rahman Jewel, Tahrina Tasnim, Md. Shamsuzzoha Bayzid, Atif Rahman   +5 more
doaj   +1 more source

Maximum-Likelihood Estimation

Citation: 'maximum likelihood estimation' in the IUPAC Compendium of Chemical Terminology, 5th ed.; International Union of Pure and Applied Chemistry; 2025. Online version 5.0.0, 2025. 10.1351/goldbook.14833 • License: The IUPAC Gold Book is licensed under Creative Commons Attribution-ShareAlike CC BY-SA 4.0 International for individual terms. Requests
Mikkel Bennedsen, Allan H. Würtz
  +4 more sources

CherryML: scalable maximum likelihood estimation of phylogenetic models. [PDF]

Nat Methods, 2023
Prillo S, Deng Y, Boyeau P, Li X, Chen PY, Song YS.   +5 more
europepmc   +1 more source

Maximum Likelihood Estimation in Mixed Integer Linear Models. [PDF]

IEEE Signal Process Lett, 2023
Tucker D, Zhao S, Potter LC.
europepmc   +1 more source