Parameter Estimation for a Mixture of Two Univariate Gaussian Distributions: A Comparative Analysis of The Proposed and Maximum Likelihood Methods

2016 ◽  
Vol 12 (1) ◽  
pp. 1-8
Author(s):  
Cliff Kikawa ◽  
Michael Shatalov ◽  
Petrus Kloppers ◽  
Andrew Mkolesia
Keyword(s):  
Parameter Estimation ◽  
Comparative Analysis ◽  
Maximum Likelihood ◽  
Likelihood Methods ◽  
Gaussian Distributions ◽  
Maximum Likelihood Methods

scholarly journals Tumor growth modeling: Parameter estimation with Maximum Likelihood methods

2018 ◽  
Vol 160 ◽  
pp. 1-10 ◽  
Author(s):  
Spyridon Patmanidis ◽  
Alexandros C. Charalampidis ◽  
Ioannis Kordonis ◽  
Georgios D. Mitsis ◽  
George P. Papavassilopoulos
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Tumor Growth ◽  
Growth Modeling ◽  
Likelihood Methods ◽  
Maximum Likelihood Methods ◽  
Tumor Growth Modeling

scholarly journals Selecting between causal and noncausal models with quantile autoregressions

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Alain Hecq ◽  
Li Sun
Keyword(s):  
Time Series ◽  
Maximum Likelihood ◽  
Latin American ◽  
Financial Time Series ◽  
Selection Criterion ◽  
Likelihood Methods ◽  
Approximate Maximum Likelihood ◽  
Financial Time ◽  
Maximum Likelihood Methods ◽  
Latin American Countries

AbstractWe propose a model selection criterion to detect purely causal from purely noncausal models in the framework of quantile autoregressions (QAR). We also present asymptotics for the i.i.d. case with regularly varying distributed innovations in QAR. This new modelling perspective is appealing for investigating the presence of bubbles in economic and financial time series, and is an alternative to approximate maximum likelihood methods. We illustrate our analysis using hyperinflation episodes of Latin American countries.

scholarly journals Pseudo Maximum Likelihood Methods: Theory

Econometrica ◽  
1984 ◽  
Vol 52 (3) ◽  
pp. 681 ◽  
Author(s):  
C. Gourieroux ◽  
A. Monfort ◽  
A. Trognon
Keyword(s):  
Maximum Likelihood ◽  
Likelihood Methods ◽  
Maximum Likelihood Methods ◽  
Pseudo Maximum Likelihood
Sign in / Sign up

Export Citation Format

Share Document