On the approximate maximum likelihood estimation for diffusion processes

The Annals of Statistics ◽

10.1214/11-aos922 ◽

2011 ◽

Vol 39 (6) ◽

pp. 2820-2851 ◽

Author(s):

Jinyuan Chang ◽

Song Xi Chen

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Diffusion Processes ◽

Likelihood Estimation ◽

Approximate Maximum Likelihood

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Approximate maximum likelihood estimation for diffusion processes from discrete observations

Stochastics and Stochastics Reports ◽

10.1080/17442509508833960 ◽

1995 ◽

Vol 52 (1-2) ◽

pp. 1-13 ◽

Author(s):

M. N. Mishra ◽

J. P. N. Bishwal

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Diffusion Processes ◽

Likelihood Estimation ◽

Discrete Observations ◽

Approximate Maximum Likelihood

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Approximate Maximum Likelihood Estimation Using a 3D GNSS Simulator for Positioning in MP/NLOS Conditions

Proceedings of the 30th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2017) ◽

10.33012/2017.15213 ◽

2017 ◽

Author(s):

Nabil Kbayer ◽

Mohamed Sahmoudi ◽

H�ctor Ortega ◽

C�dric Rouch

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Approximate Maximum Likelihood

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Maximum likelihood estimation for the drift parameter in diffusion processes

Stochastics ◽

10.1080/17442508.2015.1124879 ◽

2015 ◽

Vol 88 (5) ◽

pp. 699-710 ◽

Author(s):

Chao Wei ◽

Huisheng Shu

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Diffusion Processes ◽

Likelihood Estimation ◽

Drift Parameter

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Online Maximum-Likelihood Estimation of the Parameters of Partially Observed Diffusion Processes

IEEE Transactions on Automatic Control ◽

10.1109/tac.2018.2880404 ◽

2019 ◽

Vol 64 (7) ◽

pp. 2814-2829 ◽

Author(s):

Simone Carlo Surace ◽

Jean-Pascal Pfister

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Diffusion Processes ◽

Likelihood Estimation ◽

Partially Observed

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Approximate maximum likelihood estimation in linear regression

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf00773670 ◽

1993 ◽

Vol 45 (1) ◽

pp. 89-104 ◽

Author(s):

Michael A. Magdalinos

Keyword(s):

Maximum Likelihood ◽

Linear Regression ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Approximate Maximum Likelihood

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Effective Approximate Maximum Likelihood Estimation of Angles of Arrival for Non-Coherent Sub-Arrays

ICASSP 2020 - 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) ◽

10.1109/icassp40776.2020.9053204 ◽

2020 ◽

Author(s):

Tom Tirer ◽

Oded Bialer

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Approximate Maximum Likelihood

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Approximate Maximum Likelihood Estimation of Circle Parameters

Journal of Optimization Theory and Applications ◽

10.1007/s10957-005-2098-y ◽

2005 ◽

Vol 125 (3) ◽

pp. 723-734 ◽

Author(s):

Y. T. Chan ◽

B. H. Lee ◽

S. M. Thomas

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Approximate Maximum Likelihood

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Cramer-Rao bound and approximate maximum likelihood estimation for non-coherent direction of arrival problem

2016 Annual Conference on Information Science and Systems (CISS) ◽

10.1109/ciss.2016.7460554 ◽

2016 ◽

Author(s):

Wei Jiang ◽

Alexander M. Haimovich

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Direction Of Arrival ◽

Approximate Maximum Likelihood ◽

Cramer Rao Bound

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Approximate maximum likelihood estimation for logistic regression with covariate measurement error

Biometrical Journal ◽

10.1002/bimj.202000024 ◽

2020 ◽

Author(s):

Zhiqiang Cao ◽

Man Yu Wong

Keyword(s):

Logistic Regression ◽

Maximum Likelihood ◽

Measurement Error ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Approximate Maximum Likelihood ◽

Covariate Measurement Error

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Monte Carlo maximum likelihood estimation for discretely observed diffusion processes

The Annals of Statistics ◽

10.1214/07-aos550 ◽

2009 ◽

Vol 37 (1) ◽

pp. 223-245 ◽

Author(s):

Alexandros Beskos ◽

Omiros Papaspiliopoulos ◽

Gareth Roberts

Keyword(s):

Monte Carlo ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Diffusion Processes ◽

Likelihood Estimation ◽

Monte Carlo Maximum Likelihood

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