Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...

Some of the models used to forecast everything from financial trends to animal populations in an ecosystem are incorrect, ...

Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing ...

The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...

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." ...