The ARIMA procedure primarily uses the computational methods outlined by Box and Jenkins. Marquardt's method is used for the nonlinear least-squares iterations. Numerical approximations of the ...

Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...

In this article the problem of obtaining the maximum likelihood estimates of the parameters from a special type of linear combination of discrete probability functions is discussed. It is shown that ...

We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair ...

This is a preview. Log in through your library . Abstract We focus on a class of non-standard problems involving non-parametric estimation of a monotone function that is characterized by n1/3 rate of ...