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Maximum likelihood estimations in a nonlinear self-exciting point process model

✍ Scribed by H. Boogaard

Publisher
Springer-Verlag
Year
1986
Tongue
English
Weight
669 KB
Volume
55
Category
Article
ISSN
0340-1200

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Corrected maximum-likelihood estimation
Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
✍ Gauss M. Cordeiro; Silvia L.P. Ferrari; Miguel A. Uribe-Opazo; Klaus L.P. Vascon πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 122 KB

In this paper we derive general formulae for second-order biases of maximum-likelihood estimates in a class of symmetric nonlinear regression models. This class of models is commonly used for the analysis of data containing extreme or outlying observations in samples from a supposedly normal distrib