Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 62, No. 3 (Dec., 2000), pp. 433-447 (15 pages) This paper discusses an econometric technique based on optimal control theory which ...
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 ...
Estimating equations which are not necessarily likelihood-based score equations are becoming increasingly popular for estimating regression model parameters. This paper is concerned with estimation ...
Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...