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随机过程ELEC5300 stochastic process：香港科技大学学习资料整理
1 个回复 - 2091 次查看随机过程ELEC5300 stochastic process：香港科技大学学习资料整理 5300 lecture 5300-mid HW Solution Matlab code 5300 samples.zip bayesian estimation and tracking techniques applicable to nonli ...2022-2-28 10:47 - lotus_sss - 现金交易版

Asymptotic Theory of Maximum Likelihood Estimator for Di®usion Model1
1 个回复 - 607 次查看 Asymptotic Theory of Maximum Likelihood Estimator for Di®usion Model12023-4-27 16:04 - txt8255 - 经管书评

Hosoya关于quasi-Gaussian maximum likelihood estimator的系列论文
1 个回复 - 637 次查看 Hosoya从耶鲁毕业后，对QGML的asymptotic theory展开的一系列研究，个人觉得非常有用。2022-11-7 09:44 - Shirobako - Forum

Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Model
1 个回复 - 409 次查看【作者(必填)】 2323 【文题(必填)】 Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.tandfonline.com ...2022-7-22 12:51 - internet.hzx - 求助成功区

球文献Maximum likelihood estimators in linear regression models with Ornstein-Uh
1 个回复 - 1008 次查看【作者(必填)】Hongchang Hu1, Xiong Pan2* and Lifeng Xu1 【文题(必填)】Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process 【年份(必填)】2014 【全文链接或数 ...2015-1-10 11:17 - weilinhy - 求助成功区

Estimation of sample selection bias models by the maximum likelihood estimator a
2 个回复 - 1100 次查看【作者(必填)】Kazumitsu Nawata 【文题(必填)】Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator 【年份(必填)】1994 【全文链接或数据库 ...2014-11-10 14:57 - magicsun - 求助成功区

求外文文献一篇Consistent Pseudo-Maximum Likelihood Estimators
1 个回复 - 422 次查看【作者(必填)】Christian Gouriéroux, Alain Monfort and Eric Renault 【文题(必填)】Consistent Pseudo-Maximum Likelihood Estimators (pp. 187-218) DOI: 10.15609/annaeconstat2009.125-126.0187 【年份 ...2018-10-2 15:35 - 地下爆菊 - 求助成功区

The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in
4 个回复 - 840 次查看【作者(必填)】Takeshi Amemiya 【文题(必填)】The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model 【年份(必填)】1977 ...2018-3-18 23:28 - hnhs100 - 求助成功区

Asymptotic properties of conditional maximumlikelihood estimators
1 个回复 - 974 次查看【作者(必填)】EB Andersen 【文题(必填)】Asymptotic properties of conditional maximumlikelihood estimators 【年份(必填)】《Journal of the Royal Statistical Society》, 1970, 39(3):1093 【全文链 ...2016-12-19 10:51 - 2行者8805 - 求助成功区

Parallel maximum likelihood estimator for multiple linear regression models
0 个回复 - 1135 次查看 PSC相关论文2016-11-1 23:24 - ggbggb - R语言论坛

求文献：Semiparametric Maximum Likelihood Estimator
3 个回复 - 1286 次查看 "A Semiparametric Maximum Likelihood Estimator"by Chunrong Ai 急需这篇文章，有的同学请分享一下吧，不甚感激，多谢2014-3-27 08:58 - mayaolan66 - 计量经济学与统计软件

Ling+Limiting Distributions of Maximum Likelihood Estimators for UnstableAutoreg
4 个回复 - 871 次查看【作者(必填)】Ling, S. and W.K. Li 【文题(必填)】Limiting Distributions of Maximum Likelihood Estimators for UnstableAutoregressive Moving-Average Time Series with General Autoregressive Heterosked ...2021-5-16 21:53 - harlon1976 - 文献求助专区

求助An Equivalence of Conditional and Unconditional Maximum Likelihood Estimator
1 个回复 - 821 次查看【作者(必填)】Zhulin He & Babette A. Brumback 【文题(必填)】An Equivalence of Conditional and Unconditional Maximum Likelihood Estimator 【年份(必填)】2011 【全文链接或数据库名称(选填)】http ...2016-8-23 09:18 - rrsh248 - 求助成功区

求 Distributions of the maximum likelihood and minimum contrast estimators assoc
2 个回复 - 867 次查看【作者(必填)】K. Tanaka, 【文题(必填)】Distributions of the maximum likelihood and minimum contrast estimators associated with the fractionalOrnstein–Uhlenbeck proces 【年份(必填)】2013 【全 ...2016-6-6 23:22 - weilinhy - 求助成功区

求助李龙飞老师的Asymptotic distributions of quasi-maximum likelihood estimators
1 个回复 - 992 次查看【作者(必填)】 Lee, L.F. 【文题(必填)】 Asymptotic distributions of quasi-maximum likelihood estimators for spatial econometric models 【年份(必填)】 2004 【全文链接或数据库名称(选填)】http://on ...2015-4-10 13:32 - 临风看云 - 求助成功区

Modified maximum likelihood estimator of scale parameter using moving extremes r
1 个回复 - 728 次查看【作者(必填)】Wangxue Chena, Minyu Xiea* & Ming Wua 【文题(必填)】Modified maximum likelihood estimator of scale parameter using moving extremes ranked set sampling 【年份(必填)】2014 【全文链 ...2015-3-6 22:00 - ozj9325 - 求助成功区

Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
1 个回复 - 936 次查看【作者(必填)】Randall J. Olsen[/backcolor] 【文题(必填)】Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model 【年份(必填)】1978 【全文链接或数据库名称(选填)】http://w ...2014-11-4 20:06 - magicsun - 求助成功区

Taylor & Francis Modified maximum likelihood estimator
1 个回复 - 1180 次查看【作者(必填)】Wangxue Chena, Minyu Xiea* & Ming Wua 【文题(必填)】Modified maximum likelihood estimator of scale parameter using moving extremes ranked set sampling 【年份(必填)】2014 【全文链 ...2014-10-11 23:57 - 352693585 - 求助成功区

Maximum likelihood and generalized spatial two-stage least-squares estimators fo
3 个回复 - 1465 次查看【作者(必填)】D. M. Drukker, I. R. Prucha, and R. Raciborski 【文题(必填)】Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spa ...2013-7-28 06:48 - 区域经济爱好者 - 求助成功区

关于Quasi-maximum Likelihood estimator急急急
3 个回复 - 1802 次查看和一般的极大似然估计有什么不同呢，在eviews中如何跑这个检验，能跑么，求教各位前辈高人，小弟在线等，谢谢2012-6-22 21:36 - 保罗皮尔王 - EViews专版

Sharp Error Estimate for Maximum Likelihood Estimator
0 个回复 - 2741 次查看 Abstract We consider the maximum likelihood estimator of the unknown parameter in a class ofnonstationary diffusion processes. We give further a precise estimate for the error of the estimator.Keyword ...2007-2-11 10:52 - hazhizhi - 计量经济学与统计软件

请问用R计算maximum likelihood estimator
21 个回复 - 12589 次查看我有一些关于用R计算MLE的问题：我知道的命令有optim，nlm，constrOptim，但是有很多困难。 1.有非线性的constraint怎么办，比如我的参数其中有6个是d11,d21,d22,d31,d32,d33，条件是：用这6个参数组成一个矩阵3* ...2011-1-28 03:41 - jerry0501 - R语言论坛

Maximum likelihood estimator for hidden Markov Models in Continuous Time
5 个回复 - 2472 次查看 Maximum likelihood estimator for hidden Markov Models in Continuous Time 关于HMM的理论性文章，非常难找，很难得，奉献给大家！2009-10-27 11:23 - HHHomer - 论文版

(高手请进）VAR Maximum Likelihood Estimator and OLS Estimator
13 个回复 - 6464 次查看 I am trying to estimate a VAR system. I used both Maximum Likelihood and OLS to estimate the coefficients but the results are different. Are they supposed to be the same? 请高手指教! Thanks!2010-3-20 02:08 - meihao2008 - Gauss专版

Consistency and asymptotic normality of maximum likelihood estimators of a ...
0 个回复 - 225 次查看 2004-12-8 23:36 - 发展的实质433 - Forum

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