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Estimation and forecasting of long-memory processes with missing values
(JOHN WILEY & SONS LTD, 1997)
This paper addresses the issues of maximum likelihood estimation and forecasting of a long-memory time series with missing values. A state-space representation of the underlying long-memory process is proposed. By incorporating ...
LOCAL SOLUTIONS OF MAXIMUM LIKELIHOOD ESTIMATION IN QUANTUM STATE TOMOGRAPHY
(Rinton Press, IncParamusEUA, 2012)
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression
(De Gruyter, 2016-01)
This paper studies the connections among the asymmetric Laplace probability density (ALPD), maximum likelihood, maximum entropy and quantile regression. We show that the maximum likelihood problem is equivalent to the ...
Application of natural computing algorithms to maximum likelihood estimation of direction of arrival
(Elsevier Science BvAmsterdamHolanda, 2012)
Activity and attenuation reconstruction for positron emission tomography using emission data only via maximum likelihood and iterative data refinement
(Ieee-inst Electrical Electronics Engineers IncPiscatawayEUA, 2007)
Maximum Likelihood-Based Direction-of-Arrival Estimator for Discrete Sources
(Springer BirkhauserNew YorkEUA, 2013)
Penetrance rate estimation in autosomal dominant conditions
(SOC BRASIL GENETICARIBEIRAO PRETO, 2012)
Accurate estimates of the penetrance rate of autosomal dominant conditions are important, among other issues, for optimizing recurrence risks in genetic counseling. The present work on penetrance rate estimation from ...
Statistical properties and different methods of estimation of Gompertz distribution with application
(Taru Publications, 2018-01-01)
This article addresses the various properties and different methods of estimation of the unknown parameters of Gompertz distribution. Although, our main focus is on estimation from both frequentist and Bayesian point of ...
Asymptotic behavior of the scaled mutation rate estimators
(Wiley-v C H Verlag GmbhWeinheimAlemanha, 2010)
Melhoramentos inferenciais no modelo Beta-Skew-t-EGARCH
(Universidade Federal de Santa MariaBREngenharia de ProduçãoUFSMPrograma de Pós-Graduação em Engenharia de Produção, 2016-02-25)
The Beta-Skew-t-EGARCH model was recently proposed in literature to model the
volatility of financial returns. The inferences over the model parameters are based on the maximum
likelihood method. The maximum likelihood ...