Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
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An application to antenna optimization of bayesian network density of probability estimators is presented. This technique is very usefull for optimizations where abig number of parameters, multiple solutions and local minima increase the likelihood to conv ...
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Institute of Electrical and Electronics Engineers2009
The article develops the approach of Ferro and Segers (2003) to the estimation of the extremal index, and proposes the use of a new variable decreasing the bias of the likelihood based on the point process character of the exceedances. Two estimators are d ...
We have developed a model for pedestrian walking behavior, based on discrete choice modeling. The model is estimated by maximum likelihood estimation on a real data set of pedestrian trajectories, manually tracked from video sequences filmed in Japan. The ...
The article develops the approach of Ferro and Segers (2003) to the estimation of the extremal index, and proposes the use of a new variable decreasing the bias of the likelihood based on the point process character of the exceedances. Two estimators are d ...
A new likelihood method to estimate the extremal index, together with an application to temperature data, is presented. Conditions for the validity of the model are discussed and diagnostics are proposed. ...
We formulate and solve a new parameter estimation problem in the presence of data uncertainties. The new method is suitable when a priori bounds on the uncertain data are available, and its solution leads to more meaningful results, especially when compare ...
Society for Industrial and Applied Mathematics1998