Maximum likelihood estimation for birth and multidimensional Brownian process

Maximum Likelihood Estimation in the Birth-and-death Process By

Maximum Likelihood Estimation of the Parameters of Fractional Brownian Motions

This paper provides onvergen e analysis for maximum likelihood estimation of the parameters des ribing a parti ular multi-s ale pro ess known as fra tional Brownian motion. We on entrate on s hemes that `pre-whiten' the available noise orrupted data via the Fast Wavelet Transform and show that su h s hemes are strongly onsistent and asymptoti ally eÆ ient. We also analyse the rate of onvergen e...

Maximum Likelihood Estimation and Computation for the Ornstein-uhlenbeck Process

The Ornstein-Uhlenbeck process has been proposed as a model for the spontaneous activity of a neuron. In this model, the firing of the neuron corresponds to the first-passage of the process to a constant boundary, or threshold. While the Laplace transform of the first-passage time distribution is available, the probability distribution function has not been obtained in any tractable form. We ad...

Step change point estimation in the multivariate-attribute process variability using artificial neural networks and maximum likelihood estimation

In some statistical process control applications, the combination of both variable and attribute quality characteristics which are correlated represents the quality of the product or the process. In such processes, identification the time of manifesting the out-of-control states can help the quality engineers to eliminate the assignable causes through proper corrective actions. In this paper, f...

Maximum Likelihood Channel Parameter Estimation from Multidimensional Channel Sounding Measurements

We describe a multidimensional maximum likelihood estimator for radio channel parameters. We also derive a data model to describe the complete data, that is virtually applicable to every antenna array geometry. The proposed iterative gradient based algorithm has been developed, since algorithms using component-wise updates of the likelihood function shows a slow convergence, if at least two pro...