Maximum likelihood estimation for exponential family auto-models

Likelihood and Exponential Families

Geyer, Charles J.

June 1990

This is not a copy of the original, which is in the University of Washington library because the or...

On the Maximum Likelihood and Maximum Pseudo-Likelihood Estimations of Bivariate Exponential Family Parameters

許雲峰
Hsu, Yun Fong

當密度函數難以完整表示，例如無法求得其正規化常數，則求最大概似估計(MLE)時會有困難。因此一種替代方案就是使用擬概似函數去求得最大擬概似估計(MPLE)以取代MLE。本研究之目的在探討二元指數族中參...

Maximum likelihood estimation of autoregressive model by relaxation on partial autocorrelations

Pham Dinh Tuan
Informatique et Mathematiques de Grenoble (IMAG), 38 - Saint-Martin-d'Heres (France). Techniques de l'Informatique, des Mathematiques, de la Microelectronique et de la Microscopie Quantitative (TIM3)

January 1987

SIGLECNRS 17660 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

Exact properties of the maximum likelihood estimator in exponential regression models A differential geometric approach

Hillier, G.
O'Brien, R.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9901) / BLDSC - British Libr...

Maximum likelihood estimation when modelling in terms of constraints

Matthews, Glenda Beverley

January 1995

A maximum likelihood (ML) estimation procedure is developed to find the mean of the exponential fami...

Likelihood Inference in Exponential Families and

Charles J Geyer

January 2009

Abstract: When in a full exponential family the maximum likelihood estimate (MLE) does not exist, th...

The likelihood of a continuous-time vector autoregressive model

McCrorie, J.R.
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:6392.9265(no 419) / BLDSC - British L...

Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching

Psaradakis, Z.
Sola, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(LBS-CEF-DP--11-96) / BLDSC ...

Targeted Maximum Likelihood Estimation using Exponential Families

Michael Rosenblum

January 2014

Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semip...

Targeted Maximum Likelihood Estimation using Exponential Families

Michael Rosenblum

January 2014

Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semip...

Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching

Psaradakis, Z.
Sola, M
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9447(FE8/95) / BLDSC - British L...

Maximum likelihood estimation of parameters in the exponential random graph model

Bosma, Douwe (author)

November 2017

In this report the method of Markov chain Monte Carlo maximumlikelihood estimation was used to estim...

Subroutines for estimation by maximum likelihood and by maximum product of spacings in the inverse Gaussian, Weibull, gamma, extreme value, lognormal and exponential distributions

Newby, M.J
Bradford Univ. (United Kingdom). School of Mathematical Sciences

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:7673.051(86-7) / BLDSC - British Lib...

On the density of the maximum likelihood estimator

Hillier, G.
Armstrong, M.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9645) / BLDSC - British Libr...

Maximum likelihood estimation of stochastic volatility models

Sandmann, G.
Koopman, S.
London School of Economics (United Kingdom). Financial Markets Group

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(LSE-FMG-DP--248) / BLDSC - B...

Likelihood and Exponential Families

Geyer, Charles J.

June 1990

This is not a copy of the original, which is in the University of Washington library because the or...

On the Maximum Likelihood and Maximum Pseudo-Likelihood Estimations of Bivariate Exponential Family Parameters

許雲峰
Hsu, Yun Fong

當密度函數難以完整表示，例如無法求得其正規化常數，則求最大概似估計(MLE)時會有困難。因此一種替代方案就是使用擬概似函數去求得最大擬概似估計(MPLE)以取代MLE。本研究之目的在探討二元指數族中參...

Maximum likelihood estimation of autoregressive model by relaxation on partial autocorrelations

Pham Dinh Tuan
Informatique et Mathematiques de Grenoble (IMAG), 38 - Saint-Martin-d'Heres (France). Techniques de l'Informatique, des Mathematiques, de la Microelectronique et de la Microscopie Quantitative (TIM3)

January 1987

SIGLECNRS 17660 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

Exact properties of the maximum likelihood estimator in exponential regression models A differential geometric approach

Hillier, G.
O'Brien, R.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9901) / BLDSC - British Libr...

Maximum likelihood estimation when modelling in terms of constraints

Matthews, Glenda Beverley

January 1995

A maximum likelihood (ML) estimation procedure is developed to find the mean of the exponential fami...

Likelihood Inference in Exponential Families and

Charles J Geyer

January 2009

Abstract: When in a full exponential family the maximum likelihood estimate (MLE) does not exist, th...

The likelihood of a continuous-time vector autoregressive model

McCrorie, J.R.
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:6392.9265(no 419) / BLDSC - British L...

Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching

Psaradakis, Z.
Sola, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(LBS-CEF-DP--11-96) / BLDSC ...

Targeted Maximum Likelihood Estimation using Exponential Families

Michael Rosenblum

January 2014

Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semip...

Targeted Maximum Likelihood Estimation using Exponential Families

Michael Rosenblum

January 2014

Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semip...

Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching

Psaradakis, Z.
Sola, M
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9447(FE8/95) / BLDSC - British L...

Maximum likelihood estimation of parameters in the exponential random graph model

Bosma, Douwe (author)

November 2017

In this report the method of Markov chain Monte Carlo maximumlikelihood estimation was used to estim...

Subroutines for estimation by maximum likelihood and by maximum product of spacings in the inverse Gaussian, Weibull, gamma, extreme value, lognormal and exponential distributions

Newby, M.J
Bradford Univ. (United Kingdom). School of Mathematical Sciences

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:7673.051(86-7) / BLDSC - British Lib...

On the density of the maximum likelihood estimator

Hillier, G.
Armstrong, M.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9645) / BLDSC - British Libr...

Maximum likelihood estimation of stochastic volatility models

Sandmann, G.
Koopman, S.
London School of Economics (United Kingdom). Financial Markets Group

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(LSE-FMG-DP--248) / BLDSC - B...

Likelihood and Exponential Families

Geyer, Charles J.

June 1990

This is not a copy of the original, which is in the University of Washington library because the or...

On the Maximum Likelihood and Maximum Pseudo-Likelihood Estimations of Bivariate Exponential Family Parameters

許雲峰
Hsu, Yun Fong

當密度函數難以完整表示，例如無法求得其正規化常數，則求最大概似估計(MLE)時會有困難。因此一種替代方案就是使用擬概似函數去求得最大擬概似估計(MPLE)以取代MLE。本研究之目的在探討二元指數族中參...

Maximum likelihood estimation of autoregressive model by relaxation on partial autocorrelations

Pham Dinh Tuan
Informatique et Mathematiques de Grenoble (IMAG), 38 - Saint-Martin-d'Heres (France). Techniques de l'Informatique, des Mathematiques, de la Microelectronique et de la Microscopie Quantitative (TIM3)

January 1987

SIGLECNRS 17660 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

Maximum likelihood estimation for exponential family auto-models

Abstract

Extracted data

Maximum likelihood estimation for exponential family auto-models

Abstract

Extracted data

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