Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series

Bernoulli ◽

10.3150/16-bej903 ◽

2018 ◽

Vol 24 (2) ◽

pp. 1427-1462 ◽

Author(s):

Axel Bücher ◽

Johan Segers

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Fréchet Distribution ◽

Block Maxima ◽

Frechet Distribution

Download Full-text

Optimum Group Limits for Maximum Likelihood Estimation of the Exponentiated Fréchet Distribution Based on Grouped Data

British Journal of Applied Science & Technology ◽

10.9734/bjast/2014/4408 ◽

2013 ◽

Vol 3 (4) ◽

pp. 1464-1480 ◽

Author(s):

A. Marwa

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Grouped Data ◽

Fréchet Distribution ◽

Frechet Distribution

Download Full-text

Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_23 ◽

2015 ◽

pp. 207-214 ◽

Author(s):

Florian Ziel

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Quasi Maximum Likelihood

Download Full-text

Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy—tailed Innovations

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_7 ◽

2006 ◽

pp. 169-186

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Time Series Model ◽

Heavy Tailed ◽

Quasi Maximum Likelihood

Download Full-text

Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_5 ◽

2006 ◽

pp. 85-140

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Time Series Models ◽

Recurrence Equations ◽

Stochastic Recurrence ◽

Quasi Maximum Likelihood

Download Full-text

Nonlinear maximum likelihood estimation of AR time series

Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers ◽

10.1109/acssc.1994.471596 ◽

2002 ◽

Author(s):

L.T. McWhorter ◽

L.L. Scharf

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation

Download Full-text

On Maximum Likelihood Estimation of Parameters of the Spectral Density of Stationary Time Series

Theory of Probability and Its Applications ◽

10.1137/1112013 ◽

1967 ◽

Vol 12 (1) ◽

pp. 115-119 ◽

Author(s):

I. A. Ibragimov

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Spectral Density ◽

Likelihood Estimation ◽

Stationary Time Series ◽

Estimation Of Parameters ◽

Stationary Time

Download Full-text

Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series

Journal of the American Statistical Association ◽

10.1080/01621459.2000.10474323 ◽

2000 ◽

Vol 95 (452) ◽

pp. 1229-1243 ◽

Author(s):

Carlos Velasco ◽

Peter M. Robinson

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Nonstationary Time Series ◽

Pseudo Maximum Likelihood Estimation ◽

Pseudo Maximum Likelihood

Download Full-text

Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach

The Annals of Statistics ◽

10.1214/009053606000000803 ◽

2006 ◽

Vol 34 (5) ◽

pp. 2449-2495 ◽

Author(s):

Daniel Straumann ◽

Thomas Mikosch

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Recurrence Equations ◽

Stochastic Recurrence ◽

Quasi Maximum Likelihood

Download Full-text

Markovian representation of a bilinear time series model and maximum likelihood estimation of the parameters

Stochastic Analysis and Applications ◽

10.1080/07362990008809670 ◽

2000 ◽

Vol 18 (2) ◽

pp. 309-321

Author(s):

VS Sarma Yadavalli ◽

N. Singh

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Time Series Model ◽

Markovian Representation

Download Full-text

Gaussian pseudo-maximum likelihood estimation of fractional time series models

The Annals of Statistics ◽

10.1214/11-aos931 ◽

2011 ◽

Vol 39 (6) ◽

pp. 3152-3181 ◽

Author(s):

Javier Hualde ◽

Peter M. Robinson

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Time Series Models ◽

Pseudo Maximum Likelihood Estimation ◽

Pseudo Maximum Likelihood

Download Full-text