搜索结果: 1-13 共查到“理论统计学 maximum-likelihood estimation”相关记录13条 . 查询时间(0.242 秒)
Maximum-Likelihood Estimation For Diffusion Processes Via Closed-Form Density Expansions
asymptotic expansion diffusion discrete observation maximum-likelihood estimation transition density
2016/1/25
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for tran...
Maximum Likelihood Estimation in Network Models
beta model polytope of degree sequences random graphs Rasch model p1 model
2011/6/20
We study maximum likelihood estimation for the statistical model for both directed and undirected
random graph models in which the degree sequences areminimal sufficient statistics. In the undirected...
Smoothed log-concave maximum likelihood estimation with applications
Classification Functional estimation Log-concave maximum likelihood estimation Log-concavity Smoothing
2011/3/18
We study the smoothed log-concave maximum likelihood estimator of a probability distribution on $\mathbb{R}^d$. This is a fully automatic nonparametric density estimator, obtained as a canonical smoot...
Geometry of maximum likelihood estimation in Gaussian graphical models
Statistics Theory (math.ST) Algebraic Geometry (math.AG) Optimization and Control (math.OC)
2010/12/17
We study maximum likelihood estimation in Gaussian graphical models from a geometric point of view. An algebraic elimination criterion allows us to find exact lower bounds on the number of observation...
Penalized maximum likelihood estimation for generalized linear point processes
Penalized maximum likelihood estimation generalized linear point processes
2010/3/11
A framework of generalized linear point process models (glppm) much akin to glm for regression is developed where the intensity depends upon a linear predictor process through a known function.In the ...
Non-Gaussian Quasi Maximum Likelihood Estimation of GARCH Models
Non-Gaussian Quasi Maximum Likelihood Estimation GARCH Models
2010/3/9
The non-Gaussian quasi maximum likelihood estimator is frequently used
in GARCH models with intension to improve the efficiency of the GARCH
parameters. However, the method is usually inconsistent u...
On approximate pseudo-maximum likelihood estimation for LARCH-processes
asymptotic distribution LARCH process long-range dependence parametricestimation volatility
2010/3/9
Linear ARCH (LARCH) processes were introduced by Robinson [J. Econometrics 47 (1991)
67–84] to model long-range dependence in volatility and leverage. Basic theoretical properties
of LARCH processes...
Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model
Current status data maximum smoothed likelihood smoothedmaximum likelihood distribution estimation density estimation hazard rate estimation
2010/3/9
We consider the problem of estimating the distribution function,
the density and the hazard rate of the (unobservable) event time in
the current status model. A well studied and natural nonparametri...
Conditional Maximum Likelihood Estimation for Control Charts in the Presence of Correlation
Conditional Maximum Likelihood Estimation Control Charts the Presence of Correlation
2009/9/17
Conditional Maximum Likelihood Estimation for Control Charts in the Presence of Correlation。
Improved Maximum Likelihood Estimation in a New Class of Beta Regression Models
Maximum Likelihood Estimation a New Class Beta Regression Models
2009/9/17
Improved Maximum Likelihood Estimation in a New Class of Beta Regression Models。
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
Coupling uniform convergence exact simulation linear diffusionprocesses random function SLLN on Banach space
2010/3/18
This paper introduces a Monte Carlo method for maximum likelihood
inference in the context of discretely observed diffusion processes.
The method gives unbiased and a.s. continuous estimators of
th...
Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series：A stochastic recurrence equations approach
Stochastic recurrence equation conditionally heteroscedastictime series GARCH asymmetric GARCH exponential GARCH EGARCH
2010/4/27
This paper studies the quasi-maximum-likelihood estimator
(QMLE) in a general conditionally heteroscedastic time series model
of multiplicative form Xt = tZt, where the unobservable volatility t
...
Maximum Likelihood Estimation for q-Exponential (Tsallis) Distributions
Maximum Likelihood Estimation q-Exponential (Tsallis) Distributions
2010/4/26
This expository note describes how to apply the method of maximum likelihood to estimate the
parameters of the “q-exponential” distributions introduced by Tsallis and collaborators. It also describes...