搜索结果: 31-37 共查到“管理学 maximum likelihood”相关记录37条 . 查询时间(0.078 秒)
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。
Bias Corrected Maximum Likelihood Estimators in Nonlinear Overdispersed Models
Maximum Likelihood Estimators Nonlinear Overdispersed Models
2009/9/17
Bias Corrected Maximum Likelihood Estimators in Nonlinear Overdispersed Models。
Maximum Likelihood Estimator for Hidden Markov Models in continuous time
Maximum Likelihood Estimator continuous time Hidden Markov Models partial observations filtering
2010/4/30
The paper studies large sample asymptotic properties of the
Maximum Likelihood Estimator (MLE) for the parameter of a continuous
time Markov chain, observed in white noise. Using the method of
weak...
Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
Bias correction errors-in-variables model maximum likelihoodestimation heteroskedastic model
2010/3/18
This paper develops a bias correction scheme for a multivariate heteroskedastic
errors-in-variables model. The applicability of this model is justified in
areas such as astrophysics, epidemiology an...
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...