We address the problem of parameter estimation of superimposed chirp signals in noise. The approach used here is a computationally modest implementation of a maximum likelihood (ML) technique. The ML technique for estimating the complex amplitudes, chirping rates and frequencies reduces to a separable optimization problem where the chirping rates and frequencies are determined by maximizing a c...

We prove uniqueness of the maximum likelihood estimator for the class of k−monotone densities. AMS 2000 subject classifications: Primary 62G07.

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao, Pesaran, and Tahmiscioglu (2002) to the case where the errors are crosssectionally heteroskedastic. This extension is not trivial due to the incidental parameters problem that arises, and its implications for estimation and inference. We approach the problem by working with a mis...

In this paper, the estimation of the stress-strength parameter ( ) X Y P R < = , when X and Y are independent and both are Lomax distributions with the common scale parameters but different shape parameters is studied. The maximum likelihood estimator of R is derived. Assuming that the common scale parameter is known, the bayes estimator and exact confidence interval of R are discussed. Simulat...