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Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2

Hurn, Stan; Jeisman, J.; Lindsay, K.A. - National Centre for Econometric Research (NCER) - 2006

Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed form expression for the transitional probability density function of the process is not available. As a result, a...

Persistent link: https://www.econbiz.de/10005766333

A generalized normal distribution

Nadarajah, Saralees - In: Journal of Applied Statistics 32 (2005) 7, pp. 685-694

statistics. We also discuss estimation by the methods of moments and maximum likelihood and provide an expression for the Fisher …

Persistent link: https://www.econbiz.de/10005639799

The largest SNR distribution

Nadarajah, Saralees - In: AStA Advances in Statistical Analysis 93 (2009) 1, pp. 89-107

Persistent link: https://www.econbiz.de/10005598053

Moments of a product Pearson type VII density distribution

Nadarajah, Saralees; Kotz, Samuel - In: AStA Advances in Statistical Analysis 91 (2007) 4, pp. 441-448

Persistent link: https://www.econbiz.de/10005598107

Estimation procedures for a family of density functions representing various life-testing models

Chaturvedi, Ajit; Rani, Uma - In: Metrika 46 (1997) 1, pp. 213-219

Persistent link: https://www.econbiz.de/10005602813

A new class of inverse Gaussian type distributions

Sanhueza, Antonio; Leiva, Víctor; Balakrishnan, N. - In: Metrika 68 (2008) 1, pp. 31-49

Persistent link: https://www.econbiz.de/10005602826

Moment solution to an urn model

Shenton, L.; Bowman, K. - In: Annals of the Institute of Statistical Mathematics 48 (1996) 1, pp. 169-184

Persistent link: https://www.econbiz.de/10005616174

Replenishment-Depletion Urn in Equilibrium

Shenton, L.R.; Bowman, K.O. - In: Annals of the Institute of Statistical Mathematics 49 (1997) 4, pp. 749-760

Persistent link: https://www.econbiz.de/10005616200

Distributions of Numbers of Success Runs of Fixed Length in Markov Dependent Trials

Antzoulakos, Demetrios; Chadjiconstantinidis, Stathis - In: Annals of the Institute of Statistical Mathematics 53 (2001) 3, pp. 599-619

Persistent link: https://www.econbiz.de/10005616211

A Monotonicity of Moments Concerned with Order Restricted Statistical Inference

Nomakuchi, Kentaro - In: Annals of the Institute of Statistical Mathematics 54 (2002) 3, pp. 621-625

Persistent link: https://www.econbiz.de/10005616431