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 ...

In certain multivariate problems the full probability density has an awkward normalizing constant, but the conditional and/or marginal distributions may be much more tractable. In this paper we ...

This is a preview. Log in through your library . Abstract Students in statistics or data science usually learn early on that when the sample size n is large relative to the number of variables p, ...

The ARIMA procedure primarily uses the computational methods outlined by Box and Jenkins. Marquardt's method is used for the nonlinear least-squares iterations. Numerical approximations of the ...

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