Fast maximum likelihood estimation of parameters for square root and Bessel processes
نویسندگان
چکیده
منابع مشابه
Maximum Likelihood Estimation of Parameters in Generalized Functional Linear Model
Sometimes, in practice, data are a function of another variable, which is called functional data. If the scalar response variable is categorical or discrete, and the covariates are functional, then a generalized functional linear model is used to analyze this type of data. In this paper, a truncated generalized functional linear model is studied and a maximum likelihood approach is used to esti...
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ژورنال
عنوان ژورنال: Studies in Nonlinear Dynamics & Econometrics
سال: 2020
ISSN: 1558-3708
DOI: 10.1515/snde-2019-0079