Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
An explicit procedure is given to obtain the exact maximum likelihood estimates of the parameters in a regression model with ARMA time series errors with possibly nonconsecutive data. The method is ...
A particular type of one-parameter exponential family of stochastic processes is studied. Many widely used models for stochastic processes are of this type. In particular, sampling rules for which the ...
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