Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
A Type 3 analysis is similar to the Type III sums of squares used in PROC GLM, except that likelihood ratios are used instead of sums of squares. First, a Type III estimable function is defined for an ...
A particular type of one-parameter exponential family of stochastic processes is studied. Many widely used models for stochastic processes are of this type. In particular, sampling rules for which the ...
We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair ...
An explicit procedure is given to obtain the exact maximum likelihood estimates of the parameters in a regression model with ARMA time series errors with possibly nonconsecutive data. The method is ...
In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...
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