Search Results - subject:"MLE"

Maximumentropy spectral analysis

Nachane, Dilip M. - 2025

Persistent link: https://www.econbiz.de/10015447640

Density-valued ARMA models by spline mixtures

Matsuda, Yasumasa; Iwafuchi, Rei - 2025

Persistent link: https://www.econbiz.de/10015418053

On a family that unifies the generalized Marshall-Olkin and Poisson-G family of distributions

Handique, Laba; Jamal, Farrukh; Chakraborty, Subrata - In: Statistics in transition : an international journal of … 26 (2025) 1, pp. 117-134

The aim of the article is to propose a unification of the generalized Marshall-Olkin (GMO) and Poisson-G (P-G) distributions into a new family of distributions. The density and survival function are expressed as infinite mixtures of an exponentiated-P-G family. The quantile function, asymptotes,...

Persistent link: https://www.econbiz.de/10015338554

Language of Instruction and Transition in Education Systems (LITES), Philippines

Orbeta, Aniceto C.; Metila, Romylyn A.; Monje, Jennifer D. - 2025

education (MTB-MLE) for improving long-term academic outcomes, especially in first language (L1) literacy and second language (L …2) acquisition. The Philippines has undergone multiple shifts in its LOI policy, with the MTB-MLE initiative initially … investments in multilingual educational resources. Recommendations include strengthening L1-based MLE, particularly for Indigenous …

Persistent link: https://www.econbiz.de/10015585050

Language of Instruction and Transition in Education Systems (LITES), Philippines

Orbeta, Aniceto C.; Metila, Romylyn A.; Monje, Jennifer D. - 2025

Persistent link: https://www.econbiz.de/10015619187

An adaptive long memory conditional correlation model

Dark, Jonathan - In: Journal of empirical finance 75 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014491877

The regime-switching structural default risk model

Milidonis, Andreas; Chisholm, Kevin - In: Risks : open access journal 12 (2024) 3, pp. 1-33

We develop the regime-switching default risk (RSDR) model as a generalization of Merton's default risk (MDR) model. The RSDR model supports an expanded range of asset probability density functions. First, we show using simulation that the RSDR model incorporates sudden changes in asset values...

Persistent link: https://www.econbiz.de/10014497430

Instrumental variable estimation with observed and unobserved heterogeneity of the treatment and instrument effect : a latent class approach

Rodriguez, Pablo; Sarrias, Mauricio - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 879-914

Persistent link: https://www.econbiz.de/10015193880

Equilibrium interest rate models for the Indian Government security market

Chaudhuri, Sunrita; Pandey, Alok - In: International Journal of Financial Markets and … 10 (2024) 1, pp. 70-86

Persistent link: https://www.econbiz.de/10015064463

Empirical studies of structural credit risk models and the application in default prediction : review and new evidence

Lee, Han-Hsing; Chen, Ren-Raw; Lee, Cheng F. - 2024

Persistent link: https://www.econbiz.de/10015046862