Aspects of Maximum Likelihood Estimation of the Logistic Growth Function
Logistic 增长函数最大似然估计的若干性质AI 解读 ↓
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Logistic 增长函数最大似然估计的若干性质AI 解读 ↓
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The maximum likelihood estimators of the three-parameter logistic growth function with independent homoskedastic normally distributed error terms have, for sufficient observations, a variance-covariance matrix whose inverse is obtained. Some properties of the estimators are derived. An experimental study shows that small numbers of observations may lead to least squares estimates which do not have the convenient properties of estimates based on large samples.
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Quasi-periodic oscillations are characterized by fitting Lorentzian functions to a nonparametric estimate of the power spectral density, a two-step procedure that separates estimation from modeling and does not accommodate measurement error. We develop a parametric alternative based on autoregressive moving-average (ARMA) processes observed with measurement error. We derive an exact decomposition of the ARMA spectral density into real-valued components, one for each class of…
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Circular data recorded over time, such as wind direction, are increasingly observed in intervals rather than as single point-valued observations, yet no existing framework accommodates data that are simultaneously circular, interval-valued, and temporally dependent. Time series models for point-valued circular data, including recently proposed score-driven approaches, assume that each observation is a single angle. This paper addresses this gap by proposing a dynamic…