Concepedia

A maximum-likelihood method for estimating parameters, stochastic disturbance intensities and measurement noise variances in nonlinear dynamic models with process disturbances

Hadiseh Karimi, Kimberley B. McAuley

Computers & Chemical Engineering · 2014 · 23 citations · 46 references

DOI

Concepts

References

46

On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

Andreas Wächter, Lorenz T. Biegler · Mathematical Programming · 2005 · 9.4K citations

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Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy

B. Efron, R. Tibshirani · Statistical Science · 1986 · 6.2K citations · Full text

, , +16

Accurate Approximations for Posterior Moments and Marginal Densities

Luke Tierney, Joseph B. Kadane · Journal of the American Statistical Association · 1986 · 2K citations

, , +16

Approximations to the Log-Likelihood Function in the Nonlinear Mixed-Effects Model

José C. Pinheiro, Douglas M. Bates · Journal of Computational and Graphical Statistics · 1995 · 1K citations

, , +11

Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach

Yacine Aı̈t-Sahalia · Econometrica · 2002 · 949 citations

, , +17