In this example, the log likelihood function of the SSM is computed using prediction error decomposition. The annual real GNP series, y t, can be decomposed as where ...

This example and notation are taken from Bard (1974). A two-equation model is used to fit U.S. production data for the years 1909-1949, where z 1 is capital input, z 2 is labor input, z 3 is real ...

A likelihood function for the frequency of the A1 allele when 2 A1 alleles are observed in a sample of 10 alleles. The vertical dashed line is drawn through the maximum value of the likelihood ...

Mixed model analyses via restricted maximum likelihood, fitting the so-called animal model, have become standard methodology for the estimation of genetic variances. Models involving multiple genetic ...

The signed log likelihood ratio r for a one-dimensional interest parameter can be modified as $r^{\ast}=r+r^{-1}$ log (u/r) so that asymptotically $r^{\ast}$ is a ...

In testing a null hypothesis on the basis of independent and identically distributed observations let $\hat{T}_{n}$ be the normalized likelihood ratio statistic and let $\hat{L}_{n}$ be the level ...