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CSDA
2007
105views more  CSDA 2007»
14 years 9 months ago
GSA-based maximum likelihood estimation for threshold vector error correction model
The log-likelihood function of threshold vector error correction models is neither differentiable, nor smooth with respect to some parameters. Therefore, it is very difficult to ...
Zheng Yang, Zheng Tian, Zixia Yuan
AUTOMATICA
2007
68views more  AUTOMATICA 2007»
14 years 9 months ago
Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
- This paper studies the linear dynamic errors-in-variables problem in the frequency domain. First the identifiability is shown under relaxed conditions. Next a frequency domain Ga...
Rik Pintelon, Johan Schoukens
CSDA
2007
108views more  CSDA 2007»
14 years 9 months ago
Nonlinear random effects mixture models: Maximum likelihood estimation via the EM algorithm
Nonlinear random effects models with finite mixture structures are used to identify polymorphism in pharmacokinetic/ pharmacodynamic (PK/PD) phenotypes. An EM algorithm for maxim...
Xiaoning Wang, Alan Schumitzky, David Z. D'Argenio
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NIPS
2003
14 years 11 months ago
Maximum Likelihood Estimation of a Stochastic Integrate-and-Fire Neural Model
Recent work has examined the estimation of models of stimulus-driven neural activity in which some linear filtering process is followed by a nonlinear, probabilistic spiking stag...
Jonathan Pillow, Liam Paninski, Eero P. Simoncelli
CSDA
2006
117views more  CSDA 2006»
14 years 9 months ago
Exact maximum likelihood estimation of structured or unit root multivariate time series models
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
Guy Mélard, Roch Roy, Abdessamad Saidi