๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Expansions for approximate maximum likelihood estimators of the fractional difference parameter

โœ Scribed by Offer Lieberman; Peter C. B. Phillips


Book ID
110880014
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
117 KB
Volume
8
Category
Article
ISSN
1368-4221

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Maximum likelihood estimation for the Er
โœ Gregory K. Miller ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 86 KB

The maximum likelihood estimator for the integer-valued parameter of the Erlang density is derived. The estimator is easily obtained by solving a simple nonlinear equation, requiring no calculus. Asymptotic theory is provided to show that the estimator is consistent in the discrete sense, i.e. for i