Search Results - subject:"parameter inference"

Properties of the maximum q-likelihood estimator for independent random variables

Hasegawa, Yoshihiko; Arita, Masanori - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 17, pp. 3399-3412

In the last two decades, the nonextensive statistics proposed by Tsallis have been extensively discussed in terms of the Tsallis entropy, which is a generalization of the Boltzmann–Gibbs–Shannon entropy. Within the nonextensive framework, many kinds of generalizations have been made. Suyari...

Persistent link: https://www.econbiz.de/10010874897

Spartan random processes in time series modeling

Žukovič, M.; Hristopulos, D.T. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 15, pp. 3995-4001

–Landau models. The temporal correlations of the SRP are modeled in terms of ‘interactions’ between the field values. Model parameter … inference employs the computationally fast modified method of moments, which is based on matching sample energy moments with the …

Persistent link: https://www.econbiz.de/10011062052