Scandinavian Journal of Statistics, Vol. 21, No. 1 (Mar., 1994), pp. 41-55 (15 pages) We consider two types of two-region image models with a univariate boundary representation and independent lattice ...
This paper investigates the maximum likelihood estimator (MLE) for unstable autoregressive moving-average (ARMA) time series with the noise sequence satisfying a general autoregressive heteroscedastic ...
Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...
It may be misleading to estimate value-at-risk (VAR) or other risk measures assuming normally distributed innovations in a model for a heteroscedastic financial return series. Using the t-distribution ...
The NLP procedure provides a variety of ways for estimating parameters in nonlinear statistical models and for obtaining approximate standard errors and covariance matrices for the estimators. These ...
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