Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator

Operations Research ◽

10.1287/opre.2020.2029 ◽

2020 ◽

Author(s):

Anand Deo ◽

Sandeep Juneja

Keyword(s):

Parameter Estimation ◽

Maximum Likelihood ◽

Credit Risk ◽

Closed Form ◽

Maximum Likelihood Estimator ◽

Likelihood Estimator ◽

Approximate Maximum Likelihood ◽

Approximate Maximum Likelihood Estimator

Interpretable, Computationally Tractable Approximate Parameter Estimation for Corporate Defaults

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Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes

Bernoulli ◽

10.3150/bj/1193667818 ◽

1995 ◽

Vol 1 (3) ◽

pp. 257-279 ◽

Author(s):

Asger Roer Pedersen

Keyword(s):

Maximum Likelihood ◽

Asymptotic Normality ◽

Maximum Likelihood Estimator ◽

Diffusion Processes ◽

Likelihood Estimator ◽

Approximate Maximum Likelihood ◽

Consistency And Asymptotic Normality ◽

Approximate Maximum Likelihood Estimator

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Local asymptotic mixed normality of approximate maximum likelihood estimator of drift parameters in diffusion model

Glasnik Matematicki ◽

10.3336/gm.52.2.13 ◽

2017 ◽

Vol 52 (2) ◽

pp. 377-410

Author(s):

Snježana Lubura Strunjak ◽

◽

Miljenko Huzak ◽

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Diffusion Model ◽

Likelihood Estimator ◽

Approximate Maximum Likelihood ◽

Asymptotic Mixed Normality ◽

Approximate Maximum Likelihood Estimator

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Direction-of-arrival estimation in radar systems: moving window against approximate maximum likelihood estimator

IET Radar Sonar & Navigation ◽

10.1049/iet-rsn.2008.0178 ◽

2009 ◽

Vol 3 (5) ◽

pp. 552 ◽

Author(s):

M. Greco ◽

F. Gini ◽

A. Farina ◽

L. Timmoneri

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Direction Of Arrival ◽

Direction Of Arrival Estimation ◽

Moving Window ◽

Likelihood Estimator ◽

Approximate Maximum Likelihood ◽

Radar Systems ◽

Approximate Maximum Likelihood Estimator

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An approximate maximum likelihood estimator in a weighted exponential distribution

Journal of the Korean Data and Information Science Society ◽

10.7465/jkdi.2012.23.1.219 ◽

2012 ◽

Vol 23 (1) ◽

pp. 219-225 ◽

Author(s):

Jang-Choon Lee ◽

Chang-Soo Lee

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Exponential Distribution ◽

Likelihood Estimator ◽

Approximate Maximum Likelihood ◽

Approximate Maximum Likelihood Estimator

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AN APPROXIMATE MAXIMUM LIKELIHOOD ESTIMATOR FOR CHAIN BINOMIAL MODELS

Australian Journal of Statistics ◽

10.1111/j.1467-842x.1980.tb01179.x ◽

1980 ◽

Vol 22 (3) ◽

pp. 307-316 ◽

Author(s):

I. W. Saunders

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Likelihood Estimator ◽

Approximate Maximum Likelihood ◽

Approximate Maximum Likelihood Estimator ◽

Binomial Models

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An approximate maximum-likelihood estimator for localisation using bistatic measurements

2018 Sensor Data Fusion: Trends, Solutions, Applications (SDF) ◽

10.1109/sdf.2018.8547074 ◽

2018 ◽

Author(s):

Dietrich Franken

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Likelihood Estimator ◽

Approximate Maximum Likelihood ◽

Approximate Maximum Likelihood Estimator

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An approximate maximum likelihood estimator for SNR jointly using pilot and data symbols

IEEE Communications Letters ◽

10.1109/lcomm.2005.1437356 ◽

2005 ◽

Vol 9 (6) ◽

pp. 517-519 ◽

Author(s):

Yunfei Chen ◽

N.C. Beaulieu

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Likelihood Estimator ◽

Approximate Maximum Likelihood ◽

Approximate Maximum Likelihood Estimator

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Consistency and Asymptotic Normality of an Approximate Maximum Likelihood Estimator for Discretely Observed Diffusion Processes

Bernoulli ◽

10.2307/3318480 ◽

1995 ◽

Vol 1 (3) ◽

pp. 257 ◽

Author(s):

Asger Roer Pedersen

Keyword(s):

Maximum Likelihood ◽

Asymptotic Normality ◽

Maximum Likelihood Estimator ◽

Diffusion Processes ◽

Likelihood Estimator ◽

Approximate Maximum Likelihood ◽

Consistency And Asymptotic Normality ◽

Approximate Maximum Likelihood Estimator

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Bias Reduction in the Closed-Form Maximum Likelihood Estimator for the Nakagami-m Fading Parameter

IEEE Wireless Communications Letters ◽

10.1109/lwc.2020.3001453 ◽

2020 ◽

Vol 9 (10) ◽

pp. 1692-1695 ◽

Author(s):

Pedro Luiz Ramos ◽

Francisco Louzada ◽

Eduardo Ramos

Keyword(s):

Maximum Likelihood ◽

Closed Form ◽

Maximum Likelihood Estimator ◽

Bias Reduction ◽

Likelihood Estimator ◽

Fading Parameter

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Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling

Computational Statistics ◽

10.1007/s00180-019-00918-7 ◽

2019 ◽

Vol 35 (2) ◽

pp. 689-724 ◽

Author(s):

Alexandre Brouste ◽

Christophe Dutang ◽

Tom Rohmer

Keyword(s):

Maximum Likelihood ◽

Closed Form ◽

Maximum Likelihood Estimator ◽

Generalized Linear Models ◽

Linear Models ◽

Likelihood Estimator ◽

Explanatory Variables ◽

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