maximum likelihood estimation

  1. G

    Maximum likelihood estimation for trajectories prediction

    I am currently working on a project where I have to estimate the parameters of an equation in order to estimate next states. More specifically, I have the state space: RHXt= a10+a11* RHZ(t-1)+a12*RHY(t-1)+a13*LHX(t-1)+a(2t)*(RHX(t-1)-RHX(t-2)) + ε. & a(2t)=δ1*a(2t-1)+u(t). Where t is the next...
  2. D

    Finding confidence interval for Maximum Likelihood Estimation on a probit model

    I have reached a bit of an impasse in my work, and think I need some advice. I am trying to find the optimal set of parameters for my data in a probit model, which (according to literature) can be done through MLE. So ind this case the log-likelihood function is described as: And it consists...
  3. A

    Markov chain with covariates

    Hi everyone, My first post! :-) I apologize for how long it will be, but please bear with me. I am looking for help in a topic related to Markov chain modeling with covariates. I have a decent knowledge of the underlying theory, but not exactly how to implement some aspects of it in practical...