Search for dissertations about: "maximum likelihood estimation"

Showing result 1 - 5 of 101 swedish dissertations containing the words maximum likelihood estimation.

  1. 1. Composite Likelihood Estimation for Latent Variable Models with Ordinal and Continuous, or Ranking Variables

    University dissertation from Uppsala : Acta Universitatis Upsaliensis

    Author : Myrsini Katsikatsou; Uppsala universitet.; [2013]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; latent variable models; factor analysis; structural equation models; Thurstonian model; item response theory; composite likelihood estimation; pairwise likelihood estimation; maximum likelihood; weighted least squares; ordinal variables; ranking variables; lavaan; Statistics; Statistik;

    Abstract : The estimation of latent variable models with ordinal and continuous, or ranking variables is the research focus of this thesis. The existing estimation methods are discussed and a composite likelihood approach is developed. READ MORE

  2. 2. DSGE Model Estimation and Labor Market Dynamics

    University dissertation from Uppsala : Department of Economics, Uppsala University

    Author : Glenn Mickelsson; Uppsala universitet.; [2016]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; DSGE Models; Macroeconomics; Estimation; Uninformative Priors; Maximum Likelihood; Labor Hoarding; US Labor Market; Swedish Micro Data; Economics; Nationalekonomi;

    Abstract : Essay 1: Estimation of DSGE Models with Uninformative PriorsDSGE models are typically estimated using Bayesian methods, but because prior information may be lacking, a number of papers have developed methods for estimation with less informative priors (diffuse priors). This paper takes this development one step further and suggests a method that allows full information maximum likelihood (FIML) estimation of a medium-sized DSGE model. READ MORE

  3. 3. Maximum spacing methods and limit theorems for statistics based on spacings

    University dissertation from Umeå : Umeå universitet

    Author : Magnus Ekström; Umeå universitet.; [1997]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Estimation; spacings; maximum spacing method; consistency; ^-divergence; goodness of fit; unimodal density; entropy estimation; uniform distribution;

    Abstract : The maximum spacing (MSP) method, introduced by Cheng and Amin (1983) and independently by Ranneby (1984), is a general estimation method for continuous univariate distributions. The MSP method, which is closely related to the maximum likelihood (ML) method, can be derived from an approximation based on simple spacings of the Kullback-Leibler information. READ MORE

  4. 4. Synchronization for Multicarrier Systems

    University dissertation from Department of Information Technology, Lund Univeristy

    Author : Daniel Landström; Lunds universitet.; Lund University.; [2004]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Signal processing; Signalbehandling; Frequency estimation; Time estimation; Maximum-Likelihood; Synchronization; OFDM; DMT;

    Abstract : This thesis has synchronization of Multicarrier systems, more specifically Orthogonal Frequency Division Multiplexing (OFDM) systems, as the main theme. The thesis addresses two areas, the first proposing and analyzing time and frequency estimators for OFDM systems, the second investigating more practical issues around these estimators. READ MORE

  5. 5. Stock data, trade durations, and limit order book information

    University dissertation from Umeå : Nationalekonomi

    Author : Ola Simonsen; Umeå universitet.; [2006]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Maximum likelihood; Estimation; ACD; News; Multivariate; Intraday; Market; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi;

    Abstract : This thesis comprises four papers concerning trade durations and limit order book information. Paper [1], [2] and [4] study trader durations, e.g., the time between stock transactions in intra-day data. READ MORE