Joint estimation of farmers' farm and off-farm work participation requires a multivariate probit model, in which the number of equations is twice the number of household members. Where there are more ...
I introduce the notion of continuous invertibility on a compact set for volatility models driven by a stochastic recurrence equation. I prove strong consistency of the quasi-maximum likelihood ...
Parameter estimation of polynomial phase signals (PPS) constitutes a vital area of signal processing, wherein the objective is to accurately determine the coefficients of a polynomial function that ...
Modern statistical modelling is increasingly focused on reducing bias and enhancing the accuracy of parameter estimates. Traditional maximum likelihood estimation, while powerful, can encounter ...