REPLY TO “ON SOME PROBLEMS IN THE ARTICLE EFFICIENT LIKELIHOOD ESTIMATION IN STATE SPACE MODELS”

BY CHENG-DER FUH - The Annals of Statistics, 2010 - projecteuclid.org
… tension of Fuh (2003) for finite state space in which the likelihood function can be
expressed as the L1-norm of products of Markovian random matrices. Note that Mn defined …

REPLY TO" ON SOME PROBLEMS IN THE ARTICLE EFFICIENT LIKELIHOOD ESTIMATION IN STATE SPACE MODELS 1” BY CHENG-DER FUH [Ann. Statist. 34 …

JL Jensen, CD Fuh - The Annals of Statistics, 2010 - JSTOR
Problem 2.2. Harris recurrence of iterated function. This paper is an ex tension of Fuh (2003)
for finite state space in which the likelihood function can be expressed as the Li-norm of …

Reply to on some problems in the article" Efficient likelihood estimation in state space models" by Cheng-Der Fuh [Ann, Statist. 34 (2006) 2026-2068]

CD Fuh, CL Kao - arXiv preprint arXiv:1911.00813, 2019 - arxiv.org
… The rigorous proofs of these results will be given in a separate paper. Let X = {Xn,n ≥ 0}
be a Markov chain on a general state space X, with transition probability kernel Pθ(x, ·) = Pθ{X1 …

Non-and semi-parametric maximum likelihood estimators and the von mises method (part 1)[with discussion and reply]

RD Gill, JA Wellner, J Præstgaard - Scandinavian Journal of Statistics, 1989 - JSTOR
… other means, asymptotic normality and efficiency of the non-parametric maximum likelihood
… 16 Non-parametric maximum likelihood estimators 99 In this first part of the paper we give a …

Dynamic linear models with Markov-switching

CJ Kim - Journal of econometrics, 1994 - Elsevier
… of this paper is a vastly more efficient algorithm for … of a physical process in response to a
K x 1 vector zt of weakly … maximum likelihood estimation procedures presented in this paper

Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models

SN Wood - Journal of the Royal Statistical Society Series B …, 2011 - academic.oup.com
paper is about reliable and efficient computation of likelihood-based smoothing parameter
estimates in … Consider a GLM in which n independent univariate response variables y i , with …

Maximum likelihood estimation of a migration matrix and effective population sizes in n subpopulations by using a coalescent approach

P Beerli, J Felsenstein - … of the national academy of sciences, 2001 - National Acad Sciences
… In this paper, we focus on estimation of migration rates and population sizes while … This MH
sampler will converge to the correct answer when run for an infinitely long time, but of course …

A method of simulated moments for estimation of discrete response models without numerical integration

D McFadden - Econometrica: Journal of the Econometric Society, 1989 - JSTOR
… basis for the estimation method developed in this paper, the … This paper focuses on application
of MSM to discrete responselikelihood estimator for 0, and hence asymptotically efficient. …

Detection and tracking of MIMO propagation path parameters using state-space approach

J Salmi, A Richter, V Koivunen - IEEE Transactions on Signal …, 2008 - ieeexplore.ieee.org
… In this paper, a state-space approach is used for tracking the dynamic radio propagation …
array responses are calculated from antenna calibration measurements using the effective

Tutorial on maximum likelihood estimation

IJ Myung - Journal of mathematical Psychology, 2003 - Elsevier
… ); efficiency (lowest-possible variance of parameter estimates … tutorial paper, I introduce the
maximum likelihood estimation … such as proportion correct and response time. An implication …