Results 21 to 30 of about 175,146 (298)

Quasi-likelihood estimation for semimartingales

Stochastic Processes and their Applications, 1986
The paper proposes a new technique of parameter estimation for a class of semimartingales, continuous in time, based on a certain type of quasi- likelihood. The class of semi-martingales contains many widely used continuous time stochastic models (e.g. diffusions, Poisson processes and branching processes).
Hutton, James E., Nelson, Paul I.
openaire   +2 more sources

Sample size issues in multilevel logistic regression models.

PLoS ONE, 2019
Educational researchers, psychologists, social, epidemiological and medical scientists are often dealing with multilevel data. Sometimes, the response variable in multilevel data is categorical in nature and needs to be analyzed through Multilevel ...
Amjad Ali, Sabz Ali, Sajjad Ahmad Khan, Dost Muhammad Khan, Kamran Abbas, Alamgir Khalil, Sadaf Manzoor, Umair Khalil   +7 more
doaj   +1 more source

Dynamic spatial panel data models in identifying socio-economic factors affecting the level of health in selected European countries

European Spatial Research and Policy, 2019
The aim of the paper is to investigate the relationship between socio-economic factors and the level of health of citizens of selected European countries. Disability-adjusted life years (DALYs) were used as the measure of health.
Agnieszka Orwat-Acedańska
doaj   +1 more source

Parameter Estimation of p-dimensional Rayleigh Distribution under Weighted Loss Function

Ratio Mathematica, 2020
In this paper, p-dimensional Rayleigh distribution is considered. The classical maximum likelihood estimator has been obtained. Bayesian method of estimation is employed in order to estimate the scale parameter of p-dimensional Rayleigh distribution by ...
Arun Kumar Rao, Himanshu Pandey
doaj   +1 more source

Estimating model error covariance matrix parameters in extended Kalman filtering [PDF]

Nonlinear Processes in Geophysics, 2014
The extended Kalman filter (EKF) is a popular state estimation method for nonlinear dynamical models. The model error covariance matrix is often seen as a tuning parameter in EKF, which is often simply postulated by the user.
A. Solonen, J. Hakkarainen, A. Ilin, M. Abbas, A. Bibov   +4 more
doaj   +1 more source

On Wrapping of Quasi Lindley Distribution

Mathematics, 2019
In this paper, as an extension of Wrapping Lindley Distribution (WLD), we suggest a new circular distribution called the Wrapping Quasi Lindley Distribution (WQLD).
Ahmad M. H. Al-khazaleh, Shawkat Alkhazaleh   +1 more
doaj   +1 more source

Laplace approximation, penalized quasi-likelihood, and adaptive Gauss–Hermite quadrature for generalized linear mixed models: towards meta-analysis of binary outcome with sparse data

BMC Medical Research Methodology, 2020
Background In meta-analyses of a binary outcome, double zero events in some studies cause a critical methodology problem. The generalized linear mixed model (GLMM) has been proposed as a valid statistical tool for pooling such data.
Ke Ju, Lifeng Lin, Haitao Chu, Liang-Liang Cheng, Chang Xu   +4 more
doaj   +1 more source

Quijote-PNG: Quasi-maximum Likelihood Estimation of Primordial Non-Gaussianity in the Nonlinear Halo Density Field

The Astrophysical Journal, 2023
We study primordial non-Gaussian signatures in the redshift-space halo field on nonlinear scales, using a quasi-maximum likelihood estimator based on optimally compressed power spectrum and modal bispectrum statistics. We train and validate the estimator
Gabriel Jung, Dionysios Karagiannis, Michele Liguori, Marco Baldi, William R. Coulton, Drew Jamieson, Licia Verde, Francisco Villaescusa-Navarro, Benjamin D. Wandelt   +8 more
doaj   +1 more source

Parameter estimation in nonlinear stochastic differential equations

, 2000
We discuss the problem of parameter estimation in nonlinear stochastic differential equations based on sampled time series. A central message from the theory of integrating stochastic differential equations is that there exists in general two time scales,
Timmer, J.
core   +3 more sources

Quasi-Likelihood Estimation in the Fractional Black–Scholes Model

Mathematics
In this paper, we consider the parameter estimation for the fractional Black–Scholes model of the form StH=S0H+μ∫0tSsHds+σ∫0tSsHdBsH, where σ>0 and μ∈R are the parameters to be estimated. Here, BH={BtH,t≥0} denotes a fractional Brownian motion with Hurst
Wenhan Lu, Litan Yan, Yiang Xia
doaj   +1 more source