In some estimation problems the joint likelihood involves an awkward normalizing function of the parameters. In such cases the method of maximum likelihood is liable to be inconvenient. An alternative ...

Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...

Example 14.8: Nonlinear FIML Estimation The data and model for this example were obtained from Bard (1974, p.133-138). The example is a two-equation econometric model used by Bodkin and Klein to fit U ...

A concrete example is used to illustrate maximum likelihood estimation of a structural equation model with two unknown parameters. The fitting function is found for the example, as are the vector of ...

Sardinha and Júdice 1 recently reviewed the important topic of human energy expenditure estimation from motion sensors. The manuscript is a comparison of methods and their validity, stratified by ...