Maximum likelihood estimation of quantized Gaussian autoregressive processes with Particle filters with resampling

IEICE Proceeding Series ◽

10.15248/proc.1.427 ◽

2014 ◽

Vol 1 ◽

pp. 427-430

Author(s):

András Horváth ◽

Miklós Rásonyi

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Particle Filters ◽

Likelihood Estimation ◽

Autoregressive Processes

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Modified Maximum Likelihood Estimation in Autoregressive Processes with Generalized Exponential Innovations

Open Journal of Statistics ◽

10.4236/ojs.2014.48058 ◽

2014 ◽

Vol 04 (08) ◽

pp. 620-629

Author(s):

Bernardo Lagos-Álvarez ◽

Guillermo Ferreira ◽

Emilio Porcu

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Autoregressive Processes ◽

Modified Maximum Likelihood

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On the exact maximum likelihood estimation of Gaussian autoregressive processes

IEEE Transactions on Acoustics Speech and Signal Processing ◽

10.1109/29.1604 ◽

1988 ◽

Vol 36 (6) ◽

pp. 922-924 ◽

Cited By ~ 3

Author(s):

B. Cernuschi-Frias ◽

J.D. Rogers

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Autoregressive Processes ◽

Exact Maximum Likelihood

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Maximum likelihood estimation for nearly non-stationary stable autoregressive processes

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2011.00762.x ◽

2011 ◽

Vol 33 (4) ◽

pp. 542-553 ◽

Cited By ~ 3

Author(s):

Rong-Mao Zhang ◽

Ngai Hang Chan

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Autoregressive Processes

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Maximum Likelihood Estimation of the Cox–Ingersoll–Ross Model Using Particle Filters

Computational Economics ◽

10.1007/s10614-010-9208-0 ◽

2010 ◽

Vol 36 (1) ◽

pp. 1-16 ◽

Cited By ~ 11

Author(s):

Giuliano De Rossi

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Particle Filters ◽

Likelihood Estimation

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A RUL model based on KICA and maximum likelihood estimation with Particle Filters

2011 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering ◽

10.1109/icqr2mse.2011.5976668 ◽

2011 ◽

Cited By ~ 2

Author(s):

Ying-Bo Zhang ◽

Yun-Xian Jia ◽

Xu-Ming Song ◽

Qingmin Gu

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Particle Filters ◽

Likelihood Estimation ◽

Model Based

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Maximum likelihood estimation of higher-order integer-valued autoregressive processes

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2008.00590.x ◽

2008 ◽

Vol 29 (6) ◽

pp. 973-994 ◽

Cited By ~ 36

Author(s):

Ruijun Bu ◽

Brendan McCabe ◽

Kaddour Hadri

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Higher Order ◽

Autoregressive Processes

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Recursive maximum likelihood estimation of autoregressive processes

IEEE Transactions on Acoustics Speech and Signal Processing ◽

10.1109/tassp.1983.1164050 ◽

1983 ◽

Vol 31 (1) ◽

pp. 56-65 ◽

Cited By ~ 46

Author(s):

S. Kay

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Autoregressive Processes

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MAXIMUM LIKELIHOOD ESTIMATION FOR AUTOREGRESSIVE PROCESSES DISTURBED BY A MOVING AVERAGE

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1993.tb00171.x ◽

1993 ◽

Vol 14 (6) ◽

pp. 629-643 ◽

Cited By ~ 3

Author(s):

Dong Wan Shin

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Moving Average ◽

Likelihood Estimation ◽

Autoregressive Processes

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Maximum Likelihood Estimation for Noncausal Autoregressive Processes

Selected Works of Murray Rosenblatt ◽

10.1007/978-1-4419-8339-8_37 ◽

2011 ◽

pp. 396-419

Author(s):

Richard A. Davis ◽

Keh-Shin Lii ◽

Dimitris N. Politis

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Autoregressive Processes

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Maximum Likelihood Estimation of Parameters of Autoregressive Processes with Moving Average Residuals and Other Covariance Matrices with Linear Structure

The Annals of Statistics ◽

10.1214/aos/1176343285 ◽

1975 ◽

Vol 3 (6) ◽

pp. 1283-1304 ◽

Cited By ~ 25

Author(s):

T. W. Anderson

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Moving Average ◽

Likelihood Estimation ◽

Linear Structure ◽

Covariance Matrices ◽

Autoregressive Processes ◽

Estimation Of Parameters

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