Estimation of all parameters in the fractional Ornstein–Uhlenbeck model under discrete observations
Sign Up to like & getrecommendations! Published in 2020 at "Statistical Inference for Stochastic Processes"
DOI: 10.1007/s11203-020-09235-z
Abstract: Let the Ornstein–Uhlenbeck process $$(X_t)_{t\ge 0}$$ ( X t ) t ≥ 0 driven by a fractional Brownian motion $$B^{H }$$ B H described by $$dX_t = -\theta X_t dt + \sigma dB_t^{H }$$ d… read more here.
Keywords: estimation parameters; ornstein uhlenbeck; fractional ornstein; parameters fractional ... See more keywords
New Time Sampling Strategy for the Estimation of the Parameters in DRSM Models
Sign Up to like & getrecommendations! Published in 2020 at "Industrial & Engineering Chemistry Research"
DOI: 10.1021/acs.iecr.0c00751
Abstract: There are a substantial number of automated laboratory reactor systems available to run a reaction at different conditions in parallel. These systems are also able to robotically collect a multitud... read more here.
Keywords: time sampling; estimation parameters; new time; parameters drsm ... See more keywords
Estimation of parameters in the tree order restriction by a randomized decision
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2019.1606223
Abstract: ABSTRACT For estimating the smallest location parameter in the location family of distributions which are constrained by the tree ordering for , the restricted maximum likelihood estimator diverges to as and therefore fails to dominate… read more here.
Keywords: estimation parameters; randomized decision; estimator; parameters tree ... See more keywords
Estimation of parameters of logistic regression with covariates missing separately or simultaneously
Sign Up to like & getrecommendations! Published in 2021 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2021.1943443
Abstract: A joint conditional likelihood (JCL) method, which is a semiparametric approach, is proposed to estimate the parameters of a logistic regression model when two covariate vectors are missing separat... read more here.
Keywords: logistic regression; estimation parameters; parameters logistic; covariates missing ... See more keywords
Statistical Estimation of Parameters for Binary Conditionally Nonlinear Autoregressive Time Series
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DOI: 10.3103/s1066530718020023
Abstract: The problem of statistical parameter estimation is considered for binary GLM-based autoregression with the link function of general form and the base functions (regressors) nonlinear w.r.t. the lagged variables. A new consistent asymptotically normal frequencies-based… read more here.
Keywords: estimation; fbe; estimation parameters; binary conditionally ... See more keywords