Search Results - subject:"maximum likelihood estimation"

Estimating jump-diffusions using closed-form likelihood expansions

Li, Chenxu; Chen, Dachuan - In: Journal of econometrics 195 (2016) 1, pp. 51-70

Persistent link: https://www.econbiz.de/10011705232

Maximum likelihood estimation of covariance matrices with constraints on the efficient frontier

Yilmaz, Hilal; Pearson, Neil D. - In: International journal of computational economics and … 6 (2016) 1, pp. 71-92

Persistent link: https://www.econbiz.de/10011588856

Operational risk models and asymptotic normality of maximum likelihood estimation

Larsen, Paul - In: The journal of operational risk 11 (2016) 4, pp. 55-78

Persistent link: https://www.econbiz.de/10013177178

Individual characteristics and stated preferences for alternative energy sources and propulsion technologies in vehicles : a discrete choice analysis

Ziegler, Andreas - 2010

random draws in the Geweke-Hajivassiliou-Keane simulator, which is incorporated in the simulated maximum likelihood … estimation and the simulated testing of statistical hypotheses. …

Persistent link: https://www.econbiz.de/10008746484

Estimation methods of theree parameters discrete generalized exponential distribution

Khan, M. Shuaib; Aleem, M.; Shah, Muhammad Akbar Ali - In: Pakistan journal of commerce and social sciences 4 (2010) 2, pp. 156-165

estimation, moment generating function, maximum likelihood estimation and L-moment estimation are derived for this infinite …

Persistent link: https://www.econbiz.de/10011923294

The Reflected-Shifted-Truncated Lindley Distribution with Applications

Dey, Sanku; Waymyers, Sophia; Kumar, Devendra - In: Stochastics and Quality Control 35 (2020) 2, pp. 67-77

Abstract In this paper, a new probability density function with bounded domain is presented. The new distribution arises from the Lindley distribution proposed in 1958. It presents the advantage of not including any special function in its formulation. The new transformed model, called the...

Persistent link: https://www.econbiz.de/10014591047