Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
This paper investigates the maximum likelihood estimator (MLE) for unstable autoregressive moving-average (ARMA) time series with the noise sequence satisfying a general autoregressive heteroscedastic ...
Problems of maximum likelihood estimation are discussed for shape and scale parameters from certain decreasing hazard rate distributions, typically either mixed-exponential or "work-hardened." ...