Browsing by Subject "maximum likelihood estimation"
Now showing items 1-3 of 3
-
(2009-05-15)In this paper I derive the asymptotics of the exact, Euler, and Milstein ML estimators for diffusion models, including general nonstationary diffusions. Though there have been many estimators for the diffusion model, their ...
-
(2015-08-15)The authors report on simulations on the quality of parameter estimates of regression coefficients with lagged variables. Results showed that the quality of estimates varied with the amount of serial error correlation and ...
-
(2015-08-15)The authors address four sources of indeterminacy in maximum likelihood estimation (MLE) for multivariate modeling of change using panel data: censoring, caused by changes that occur after the observation period ends; small ...