solutions to all three problems. Expansion methods approximate a probability density function by a sum of orthogonal polynomials … factor so that heavy tails can be captured better. Optimisation considers expansions with coefficients of polynomials …

considered to　be those that maximise the likelihood of the sample. In the context of the estimation of the parameters of SDEs …) estimation isusually infeasible. The key research problem examined in this thesis is the developmentof generic, accurate and … computationally feasible estimation procedures based on the　ML principle, that can be implemented in the absence of a closed …

-annual fiscal information for interpolation purposes allows us to capture genuine intra-annual "fiscal" dynamics in the data. Thus …

certain estimation accuracy and provideinsights to the behavior of the algorithms. Finally, we experiment withanother new …

between error estimation and data-based complexity penalization: any good error estimate may be converted into a data …

equilibrium. I estimate the structural parameters of the model using the NLSY 97 data, via a three-step estimation procedure to …

estimation of the welfareindices, two resampling techniques, viz. jackknife and bootstrap, are discussed.They are used for the … estimation of bias and standard error under simple randomsampling and complex sampling. Three con dence intervals are discussed …, viz. standard(asymptotic), percentile and bootstrap-t. An overview of welfare indices andtheir estimation is given. The …

residential water demand function, by utilizing four different estimation methods, it is estimated to what extent the increase in …