Maximum Likelihood Estimator (MLE)
Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations
... We consider a jump-type Cox–Ingersoll–Ross (CIR) process driven by a standard Wiener pro- cess and a subordinator, and we study asymptotic properties of the maximum likelihood estimator (MLE) for its ...
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Asymptotic Behavior of The Maximum Likelihood Estimator For Ergodic and Nonergodic Sqaure-Root Diffusions
... the evolution of short-term interest rates or as a dynamic of the volatility in the Heston model. In continuity with a recent work by Ben Alaya and Kebaier [1], we establish new asymptotic results on the maximum ...
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Asymptotic Efficiency of the Maximum Likelihood Estimator for the Box Cox Transformation Model with Heteroscedastic Disturbances
... the maximum likelihood estimator (MLE) for the Box-Cox transformation model with heteroscedastic ...efficient estimator if the “small σ ” condition is satisfied and the number of para- meters ...
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Stochastic Restricted Maximum Likelihood Estimator in Logistic Regression Model
... Restricted Maximum Likelihood Estimator (SRMLE) for logistic regression model when the linear stochastic restriction was ...proposed estimator SRMLE had smaller SMSE than the estimator ...
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New methodology to estimate Arctic sea ice concentration from SMOS combining brightness temperature differences in a maximum-likelihood estimator
... In this paper, we present preliminary evidence showing that data from the Soil Moisture Ocean Salinity (SMOS) mission can be used to estimate sea ice concentration. Our method, based on a maximum-likelihood ...
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Parallel Computation of a Maximum-Likelihood Estimator of a Physical Map
... The maximum-likelihood estimator mentation of the maximum-likelihood estimator re- optimizes a likelihood function defined by the ordering sulted in the correct probe ...
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Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometry approach
... the maximum likelihood estimator ...the estimator be a known function of the data, but does require that the manifold on which the MLE is …xed ...the estimator is only implicitly de…ned ...
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The Poisson quasi maximum likelihood estimator: A solution to the “adding up” problem in gravity models
... model produces estimates in which, summing across all partners, actual and estimated total trade flows are identical. Other methods such as OLS do not have this desirable property. Indeed, Poisson is the only ...
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The breakdown behavior of the maximum likelihood estimator in the logistic regression model.
... an estimator tells us which percentage of the data may be corrupted before the esti- mator becomes completely ...classical Maximum Likelihood estimator has not been completed ...
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Asymptotic properties of maximum likelihood estimator for some discrete distributions generated by
... The large-sample distribution of the Maximum Likelihood Estimator (M.L.E.) of the scale parameter for some discrete distributions gen- erated by Cauchy stable law are investigated. The [r] ...
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Asymptotic properties of the maximum likelihood estimator in zero-inated binomial regression
... for maximum likelihood inference in this ...the maximum likelihood estimator in ZIB ...the maximum likelihood estimator performs well under a wide range of ...
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Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations
... We consider a stable Cox–Ingersoll–Ross process driven by a standard Wiener process and a spectrally positive strictly stable L´evy process, and we study asymptotic properties of the maxi- mum likelihood ...
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Robust estimation with the weighted trimmed likelihood estimator
... Because time-variation in the volatility is a characteristic feature of financial time series, accurate modeling of this feature is critical in many financial ap- plications and especially so in risk management. Since ...
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The Comparison Between Maximum Weighted and Trimmed Likelihood Estimator of The Simple Circular Regression Model
... Two robust methods, MWLE and MTLE, were proposed to estimate the parameters of the simple circular regression model, which is important because the traditional maximum likelihood estimator (MLE) is ...
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Readings in Targeted Maximum Likelihood Estimation
... targeted maximum likelihood estimator will provide valid type-I error control and confidence intervals for the causal effect of the investigated ...targeted maximum likelihood ...
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Maximum-Likelihood Estimation of Relatedness
... traditional maximum-likelihood estimator in relation to the ...traditional maximum-likelihood estimator exhibits a lower standard error under essentially all ...the ...
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A simple approach to maximum intractable likelihood estimation
... the likelihood function, even up to a normalising constant, is impossible or computationally ...Composite Likelihood methods (Cox and Reid, 2004), for approximating the likelihood function, and ...
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The empirical saddlepoint likelihood estimator applied to two step GMM
... ESPL estimator is a natural exten- sion of the information theoretic estimators ...the maximum likelihood interpretation of the EL estimator, this literature focuses on minimizing alternative ...
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Smoothing Algorithms by Constrained Maximum Likelihood
... constrained maximum likelihood for rating level probability of default and for rating migration ...constrained maximum likelihood, with a fair risk scale determined by constrained ...
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Efficient maximum likelihood pedigree reconstruction
... A set of simulations similar to those of Section 3.1 was carried out in which 10,000 genetic profiles for a pedigree consisting of mother, father and three daughters were generated. Figure 8 summarizes the excess ...
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