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CSDA
2008
13 years 10 months ago
2008
Diffusion processes governed by stochastic differential equations (SDEs) are a well established tool for modelling continuous time data from a wide range of areas. Consequently, t...
CSDA
2006
13 years 10 months ago
2006
We propose a simulation-based method for calculating maximum likelihood estimators in latent variable models. The proposed method integrates a recently developed sampling strategy...
CSDA
2006
13 years 10 months ago
2006
Most dimension reduction techniques produce ordered coordinates so that only the first few coordinates need be considered in subsequent analyses. The choice of how many coordinate...
CSDA
2006
13 years 10 months ago
2006
: In this paper, we consider the problem of frequency estimation of undamped superimposed exponential signals model. We propose two iterative techniques of frequency estimation usi...
CSDA
2006
13 years 10 months ago
2006
A new procedure for estimating the mean process of a doubly stochastic Poisson process is introduced. The proposed estimation is based on monotone piecewise cubic interpolation of...