proposed iterative/recursive estimation is particularly useful for latent regression models and for dynamic equilibrium models … des estimateurs des paramètres inconnus à partir du modèle statistique des variables latentes. L'estimation itérative …

stable estimates. Furthermore, convergence can be exceedingly slow, making estimation computationally expensive and multiple … random restarts doubly so. We derive an expectation maximization algorithm for maximum likelihood estimation mutually … exciting processes that is faster, more robust, and less biased than estimation based on numerical optimization. For an …

-called endmembers and fractional values in a linear mixing model. We describe one of the estimation methods based on MVSEP. We show … numerically that using nonlinear optimization local search leads to the estimation results aimed at. This is done using examples …