For some of my current projects, I'm probably going to need to eventually estimate some models using Metropolis-Hastings sampling. I understand the basic concepts, and the software I use (R) has ...
In this paper, parametric and empirical likelihood functions or surfaces are compared. In particular, first- and second-order expansions for log likelihood functions are developed in nonparametric and ...
In this example, the log likelihood function of the SSM is computed using prediction error decomposition. The annual real GNP series, y t, can be decomposed as where ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 26, No. 4 (Dec., 1998), pp. 583-599 (17 pages) Due to the irregularity of finite mixture models, the commonly used ...
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