Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
Having shown in Part I of this paper that some well-known NPMLE's are compactly differentiable functions of the empirical data, and moreover solve a compactly differentiable generalized likelihood ...
An explicit procedure is given to obtain the exact maximum likelihood estimates of the parameters in a regression model with ARMA time series errors with possibly nonconsecutive data. The method is ...