QUASI‐MAXIMUM LIKELIHOOD AND THE KERNEL BLOCK BOOTSTRAP FOR NONLINEAR DYNAMIC MODELS

Journal of Time Series Analysis ◽

10.1111/jtsa.12573 ◽

2021 ◽

Author(s):

Paulo M. D. C. Parente ◽

Richard J. Smith

Keyword(s):

Maximum Likelihood ◽

Nonlinear Dynamic ◽

Dynamic Models ◽

Block Bootstrap ◽

Quasi Maximum Likelihood ◽

Nonlinear Dynamic Models

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Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models

10.1920/wp.cem.2019.6019 ◽

2019 ◽

Author(s):

Richard J. Smith ◽

Paulo Parente

Keyword(s):

Maximum Likelihood ◽

Nonlinear Dynamic ◽

Dynamic Models ◽

Block Bootstrap ◽

Quasi Maximum Likelihood ◽

Nonlinear Dynamic Models

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Maximum likelihood and the bootstrap for nonlinear dynamic models

Journal of Econometrics ◽

10.1016/s0304-4076(03)00204-5 ◽

2004 ◽

Vol 119 (1) ◽

pp. 199-219 ◽

Cited By ~ 92

Author(s):

Sı́lvia Gonçalves ◽

Halbert White

Keyword(s):

Maximum Likelihood ◽

Nonlinear Dynamic ◽

Dynamic Models ◽

Nonlinear Dynamic Models

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Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models

SSRN Electronic Journal ◽

10.2139/ssrn.256077 ◽

2001 ◽

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Silvia Goncalves ◽

Halbert L. White, Jr.

Keyword(s):

Maximum Likelihood ◽

Nonlinear Dynamic ◽

Dynamic Models ◽

Nonlinear Dynamic Models

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Approximate Maximum Likelihood Parameter Estimation for Nonlinear Dynamic Models: Application to a Laboratory-Scale Nylon Reactor Model

Industrial & Engineering Chemistry Research ◽

10.1021/ie800503v ◽

2008 ◽

Vol 47 (19) ◽

pp. 7274-7283 ◽

Cited By ~ 9

Author(s):

M. Saeed Varziri ◽

Kim B. McAuley ◽

P. James McLellan

Keyword(s):

Parameter Estimation ◽

Maximum Likelihood ◽

Nonlinear Dynamic ◽

Dynamic Models ◽

Laboratory Scale ◽

Reactor Model ◽

Approximate Maximum Likelihood ◽

Nonlinear Dynamic Models

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A maximum-likelihood method for estimating parameters, stochastic disturbance intensities and measurement noise variances in nonlinear dynamic models with process disturbances

Computers & Chemical Engineering ◽

10.1016/j.compchemeng.2014.04.007 ◽

2014 ◽

Vol 67 ◽

pp. 178-198 ◽

Cited By ~ 14

Author(s):

Hadiseh Karimi ◽

Kimberley B. McAuley

Keyword(s):

Maximum Likelihood ◽

Nonlinear Dynamic ◽

Maximum Likelihood Method ◽

Dynamic Models ◽

Measurement Noise ◽

Likelihood Method ◽

Stochastic Disturbance ◽

Nonlinear Dynamic Models ◽

Process Disturbances

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Responses' Convergence for Time Integration of Highly Nonlinear Dynamic Models

45th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics & Materials Conference ◽

10.2514/6.2004-1614 ◽

2004 ◽

Cited By ~ 2

Author(s):

Aram Soroushian

Keyword(s):

Nonlinear Dynamic ◽

Dynamic Models ◽

Time Integration ◽

Highly Nonlinear ◽

Nonlinear Dynamic Models

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Identification of nonlinear dynamic models of electrostatically actuated MEMS

Control Engineering Practice ◽

10.1016/j.conengprac.2010.04.002 ◽

2010 ◽

Vol 18 (8) ◽

pp. 954-969 ◽

Cited By ~ 5

Author(s):

Céline Casenave ◽

Emmanuel Montseny ◽

Henri Camon

Keyword(s):

Nonlinear Dynamic ◽

Dynamic Models ◽

Electrostatically Actuated ◽

Nonlinear Dynamic Models

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Common Frailty and Contagion in Nonlinear Dynamic Models

Contagion Phenomena with Applications in Finance ◽

10.1016/b978-1-78548-035-5.50005-7 ◽

2015 ◽

pp. 101-119

Author(s):

Serge Darolles ◽

Christian Gourieroux

Keyword(s):

Nonlinear Dynamic ◽

Dynamic Models ◽

Nonlinear Dynamic Models

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Water Resources Research ◽

10.1029/2009wr007814 ◽

2009 ◽

Vol 45 (10) ◽

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Johanna Mieleitner

Keyword(s):

Nonlinear Dynamic ◽

Dynamic Models ◽

Time Dependent ◽

Structural Uncertainty ◽

Nonlinear Dynamic Models ◽

Stochastic Time

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10.1109/tbme.2011.2170423 ◽

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Keyword(s):

Nonlinear Dynamic ◽

Dynamic Models ◽

Nonlinear Dynamic Models

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