Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2018.09.019
Abstract: Abstract Markov regime switching models have been widely used in numerous empirical applications in economics and finance. However, the asymptotic distribution of the maximum likelihood estimator (MLE) has not been proven for some empirically popular… read more here.
Keywords: maximum likelihood; likelihood estimator; regime; regime switching ... See more keywords
An iterative sparse algorithm for the penalized maximum likelihood estimator in mixed effects model
Sign Up to like & getrecommendations! Published in 2018 at "Journal of the Korean Statistical Society"
DOI: 10.1016/j.jkss.2018.05.005
Abstract: Abstract In this paper, we propose a new iterative sparse algorithm (ISA) to compute the maximum likelihood estimator (MLE) or penalized MLE of the mixed effects model. The sparse approximation based on the arrow-head (A-H)… read more here.
Keywords: sparse algorithm; maximum likelihood; mixed effects; effects model ... See more keywords
Optimality of the maximum likelihood estimator in astrometry
Sign Up to like & getrecommendations! Published in 2018 at "Astronomy and Astrophysics"
DOI: 10.1051/0004-6361/201732537
Abstract: The problem of astrometry is revisited from the perspective of analyzing the attainability of well-known performance limits (the Cramer-Rao bound) for the estimation of the relative position of light-emitting (usually point-like) sources on a CCD-like… read more here.
Keywords: weighted least; estimator; maximum likelihood; likelihood estimator ... See more keywords
MLE-MPPL: A Maximum Likelihood Estimator for Multipolarimetric Phase Linking in MTInSAR
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Geoscience and Remote Sensing"
DOI: 10.1109/tgrs.2023.3243220
Abstract: Multitemporal synthetic aperture radar interferometry (MTInSAR) is an efficient geodetic tool for Earth surface displacement measurement, and the polarimetric capability of current and upcoming SAR satellites offers a new opportunity to further improve MTInSAR phase… read more here.
Keywords: multipolarimetric phase; likelihood estimator; mle mppl; estimator multipolarimetric ... See more keywords
Sparse State Recovery Versus Generalized Maximum-Likelihood Estimator of a Power System
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DOI: 10.1109/tpwrs.2017.2715561
Abstract: This letter shows that the sparse state recovery optimization method is equivalent to the well-known Huber M-estimator, and then justifies its robustness to bad data. We derive the total influence functions of the Huber M-estimator… read more here.
Keywords: estimator; maximum likelihood; generalized maximum; sparse state ... See more keywords
Maximum likelihood estimation for Gaussian processes under inequality constraints
Sign Up to like & getrecommendations! Published in 2019 at "Electronic Journal of Statistics"
DOI: 10.1214/19-ejs1587
Abstract: We consider covariance parameter estimation for a Gaussian process under inequality constraints (boundedness, monotonicity or convexity) in fixed-domain asymptotics. We address the estimation of the variance parameter and the estimation of the microergodic parameter of… read more here.
Keywords: maximum likelihood; likelihood estimator; estimation; inequality constraints ... See more keywords